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

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Tag: Risk-free Rates (RFRs)

Research Notes | June 12, 2023

ISDA-Clarus RFR Adoption Indicator: May 2023

The ISDA-Clarus RFR Adoption Indicator decreased to 58.7% in May 2023 compared to 60.7% in... Read more

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Research Notes | May 15, 2023

ISDA-Clarus RFR Adoption Indicator: April 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more

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Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023

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

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Research Notes | April 11, 2023

ISDA-Clarus RFR Adoption Indicator: March 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more

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derivatiViews | March 27, 2023

The Final LIBOR Hurdle

It’s now less than 100 days until the final five US dollar LIBOR settings cease... Read more

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Research Notes | March 15, 2023

Progress on Global Transition to RFRs in Derivatives Markets

This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more

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Research Notes | March 13, 2023

ISDA-Clarus RFR Adoption Indicator: February 2023

The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more

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Research Notes | February 9, 2023

ISDA-Clarus RFR Adoption Indicator: January 2023

The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more

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Research Notes | January 23, 2023

Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022

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

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Research Notes | January 11, 2023

ISDA-Clarus RFR Adoption Indicator: December 2022

The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more

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