Tag: Risk-free Rates (RFRs)
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
Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
Documents (1) for Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
ISDA-Clarus RFR Adoption Indicator: December 2020
The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more ISDA-Clarus RFR Adoption Indicator: December 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020
ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2020
ISDA-Clarus RFR Adoption Indicator: October 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: October 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020
Episode 3: Building Momentum in Alternative Rates
Please view this page via Chrome to access the recording. LIBOR is on its... Read more Episode 3: Building Momentum in Alternative Rates
Documents (0) for Episode 3: Building Momentum in Alternative Rates
Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
Documents (1) for Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
ISDA-Clarus RFR Adoption Indicator: September 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: September 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020
ISDA-Clarus RFR Adoption Indicator: August 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: August 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020
ISDA-Clarus RFR Adoption Indicator: July 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: July 2020