Tag: Risk-free Rates (RFRs)
ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: May 2021
ISDA-Clarus RFR Adoption Indicator: April 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: April 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2021
IQ in Brief: AGM Special – Day 2
Day two of ISDA’ s virtual Annual General Meeting on May 11 featured sessions on... Read more IQ in Brief: AGM Special – Day 2
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IQ in Brief: AGM Special – Day 1
ISDA held the first day of its virtual Annual General Meeting on May 10, with... Read more IQ in Brief: AGM Special – Day 1
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Transition to RFRs Review: First Quarter of 2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Quarter of 2021
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No Delay for US Dollar LIBOR
It’s tempting to look at the June 30, 2023 date set for the death of... Read more No Delay for US Dollar LIBOR
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ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: March 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2021
Benchmark Strategies Forum Opening Remarks
Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more Benchmark Strategies Forum Opening Remarks
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ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: February 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator: January 2021
ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: January 2021