Risk-free Rates (RFRs) – Page 2 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

Clearing | July 5, 2022

ISDA Responds to Swiss FINMA Consultation on Clearing Obligations for RFR Swaps

ISDA has responded to the Swiss Financial Market Supervisory Authority (FINMA) consultation on updated clearing... Read more

Documents (1) for ISDA Responds to Swiss FINMA Consultation on Clearing Obligations for RFR Swaps

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Clearing | July 5, 2022

ISDA Responds to CFTC NPR on Clearing of Swaps Referencing RFRs

On June 30, ISDA responded to the Commodity Futures Trading Commission’s (CFTC) notice of proposed... Read more

Documents (1) for ISDA Responds to CFTC NPR on Clearing of Swaps Referencing RFRs

ISDA Response to CFTC NPR on RFR 063022(pdf) will open in a new tab or window

Speeches & testimony | June 22, 2022

Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

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Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2022

ISDA-Clarus RFR Adoption Indicator May 2022(pdf) will open in a new tab or window

Benchmarks | May 16, 2022

Benchmark Reform and Transition from LIBOR InfoHub

This page will be updated on a regular basis as relevant information becomes available globally... Read more

Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub

Research Notes | May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2022

ISDA-Clarus RFR Adoption Indicator 2022-04 April 2022(pdf) will open in a new tab or window

Research Notes | April 22, 2022

Transition to RFRs Review: First Quarter of 2022

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

Documents (1) for Transition to RFRs Review: First Quarter of 2022

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Research Notes | April 12, 2022

ISDA-Clarus RFR Adoption Indicator: March 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2022

ISDA-Clarus RFR Adoption Indicator March 2022(pdf) will open in a new tab or window

Speeches & testimony | March 22, 2022

Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

Benchmark Strategies Forum: A Post-LIBOR World March 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief... Read more

Documents (1) for Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

Benchmark Strategies Forum Opening Remarks March 2022(pdf) will open in a new tab or window

Research Notes | March 11, 2022

ISDA-Clarus RFR Adoption Indicator: February 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2022

ISDA-Clarus RFR Adoption Indicator February 2022(pdf) will open in a new tab or window