Research – Page 12 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Research Notes | June 24, 2024

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows… Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023

Clear All

Research Notes | April 14, 2021

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator March 2021(pdf) will open in a new tab or window

Research Notes | April 7, 2021

Adoption of RFRs: Major Developments in 2021

The transition from interbank offered rates (IBORs) to alternative reference rates remains high on the... Read more

Documents (1) for Adoption of RFRs: Major Developments in 2021

Adoption of RFRs Major Developments in 2021(pdf) will open in a new tab or window

Research Notes | March 9, 2021

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2021

ISDA-Clarus RFR Adoption Indicator February 2021(pdf) will open in a new tab or window

Research Notes | February 10, 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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator January 2021(pdf) will open in a new tab or window

Studies | February 4, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

SwapsInfo | February 2, 2021

SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

Research Notes | January 28, 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

Documents (1) for Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

Transition to RFRs Review Full Year 2020 and Q4 of 2020(pdf) will open in a new tab or window

Research Notes | January 14, 2021

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020

ISDA-Clarus RFR Adoption Indicator December 2020(pdf) will open in a new tab or window

Research Notes | January 12, 2021

Evolution of OTC Derivatives Markets Since the Financial Crisis

Over the past decade, significant regulatory reforms have been implemented in order to make derivatives... Read more

Documents (1) for Evolution of OTC Derivatives Markets Since the Financial Crisis

Evolution of OTC Derivatives Markets Since the Financial Crisis(pdf) will open in a new tab or window

Research Notes | January 11, 2021

Overview of ESG-related Derivatives Products and Transactions

The transition to a sustainable economy will take a massive amount of long-term funding. The... Read more

Documents (1) for Overview of ESG-related Derivatives Products and Transactions

Overview of ESG-related Derivatives Products and Transactions(pdf) will open in a new tab or window

Filter by Category