Risk-free Rates Archives | Page 2 of 3 | International Swaps and Derivatives Association

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Tag: Risk-free Rates

Research Notes | November 8, 2018

Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more

Documents (1) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

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Benchmarks | June 25, 2018

IBOR Global Benchmark Transition Report

Interbank offered rates (IBORs) play a central role in financial markets, and act as reference... Read more

Documents (1) for IBOR Global Benchmark Transition Report

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Press Releases | June 25, 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

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derivatiViews | March 12, 2018

Get Engaged on Benchmark Reform

When it comes to benchmark reform, our message is simple: get engaged and mobilize your... Read more

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derivatiViews | February 5, 2018

The $370 Trillion Benchmark Challenge

The transition from interbank offered rates, or IBORs, to new alternative risk-free rates (RFRs) has... Read more

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Press Releases | February 1, 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

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Benchmarks | February 1, 2018

IBOR Global Benchmark Transition Roadmap 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG have today launched a roadmap that aggregates and... Read more

Documents (1) for IBOR Global Benchmark Transition Roadmap 2018

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Asset Classes | December 21, 2017

Information on the TOIS-SARON Transition

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more

Documents (2) for Information on the TOIS-SARON Transition

derivatiViews | December 13, 2017

Now is the Time to Think About Benchmarks

With everything going on – implementation of MIFID II, Brexit negotiations and publication of the... Read more

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Press Releases | November 2, 2017

ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition

ISDA has announced that it has begun a comprehensive analysis of the issues and potential... Read more

Documents (1) for ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition

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