Benchmarks – Page 4 – International Swaps and Derivatives Association

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Tag: Benchmarks

Interest Rate | April 13, 2023

ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

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Research Notes | April 11, 2023

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023

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Asia-Pacific | April 11, 2023

Hong Kong

ISDA’s response to HKMA and SFC’s joint consultation paper on proposed amendments to the Clearing... Read more

Documents (1) for Hong Kong

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IQ | April 5, 2023

Under Scrutiny – IQ April 2023

The collapse of Silicon Valley Bank (SVB) and Signature Bank and the acquisition of Credit... Read more

Documents (1) for Under Scrutiny – IQ April 2023

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Europe | April 4, 2023

Joint Trade Associations Response to EC on EU Benchmarks Regulation

On March 29, 2023, ISDA, the European Association of Corporate Treasurers, the Trade Association for... Read more

Documents (1) for Joint Trade Associations Response to EC on EU Benchmarks Regulation

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derivatiViews | March 27, 2023

The Final LIBOR Hurdle

It’s now less than 100 days until the final five US dollar LIBOR settings cease... Read more

Documents (0) for The Final LIBOR Hurdle

Research Notes | March 15, 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

Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets

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Research Notes | March 13, 2023

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023

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Research Notes | February 9, 2023

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2023

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Research Notes | January 23, 2023

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

Documents (1) for Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022

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