Benchmarks – Page 11 – International Swaps and Derivatives Association

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Tag: Benchmarks

Speeches & testimony | April 28, 2021

Derivatives Trading Forum Opening Remarks

Derivatives Trading Forum: Regulatory Change April 28, 2021 Opening Remarks Scott O’Malia, Chief Executive Officer,... Read more

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Research Notes | April 27, 2021

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

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derivatiViews | April 22, 2021

No Delay for US Dollar LIBOR

It’s tempting to look at the June 30, 2023 date set for the death of... Read more

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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

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Speeches & testimony | April 13, 2021

Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

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Collateral Agreement Interest Rate Definitions Version 1.0, 2.0 and 3.0

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more

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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

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Press Releases | March 29, 2021

ISDA Statement on JBATA Announcement on Yen TIBOR and Euroyen TIBOR

ISDA has published the following statement in response to today’s announcement by JBA TIBOR Administration... Read more

Documents (1) for ISDA Statement on JBATA Announcement on Yen TIBOR and Euroyen TIBOR

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Speeches & testimony | March 10, 2021

ISDA European Annual Legal Forum Opening Remarks

ISDA European Annual Legal Forum March 10, 2021 Opening Remarks Katherine Tew Darras, General Counsel,... Read more

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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

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