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
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Transition to RFRs Review: First Quarter of 2023
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 2023
Documents (1) for Transition to RFRs Review: First Quarter of 2023
SwapsInfo First Quarter of 2023 Review
The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more SwapsInfo First Quarter of 2023 Review
Documents (2) for SwapsInfo First Quarter of 2023 Review
ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023
Progress on Global Transition to RFRs in Derivatives Markets
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets
Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets
ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
Documents (1) for IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
ISDA-Clarus RFR Adoption Indicator: January 2023
The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more ISDA-Clarus RFR Adoption Indicator: January 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2023
SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
Documents (2) for SwapsInfo Full Year 2022 and the Fourth Quarter of 2022 Review
Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
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 2022 and the Fourth Quarter of 2022