Risk-free Rates (RFRs) – Page 3 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

Research Notes | December 13, 2022

ISDA-Clarus RFR Adoption Indicator: November 2022

The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more

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Research Notes | November 10, 2022

ISDA-Clarus RFR Adoption Indicator: October 2022

The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more

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

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Research Notes | November 3, 2022

Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 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 | October 12, 2022

ISDA-Clarus RFR Adoption Indicator: September 2022

The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more

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

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Research Notes | September 13, 2022

ISDA-Clarus RFR Adoption Indicator: August 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more

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

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Research Notes | August 9, 2022

ISDA-Clarus RFR Adoption Indicator: July 2022

The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more

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

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Research Notes | July 26, 2022

Transition to RFRs Review: First Half of 2022 and the Second 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 Half of 2022 and the Second Quarter of 2022

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Research Notes | July 13, 2022

ISDA-Clarus RFR Adoption Indicator: June 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more

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

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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

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