Benchmarks – Page 5 – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | January 11, 2023

ISDA-Clarus RFR Adoption Indicator: December 2022

The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more

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Research Notes | December 13, 2022

ISDA-Clarus RFR Adoption Indicator: November 2022

The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more

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The Swap | December 13, 2022

Episode 27: Unexpected Events

From the war in Ukraine and surging energy prices to the sell-off in UK gilts... Read more

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Interest Rate | November 28, 2022

ISDA Generic Fallback Provisions – Summary

The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more

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Research Notes | November 10, 2022

ISDA-Clarus RFR Adoption Indicator: October 2022

The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more

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Research Notes | November 3, 2022

Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | October 12, 2022

ISDA-Clarus RFR Adoption Indicator: September 2022

The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more

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Speeches & testimony | October 4, 2022

ISDA Annual Legal Forum Opening Remarks

ISDA Annual Legal Forum October 4, 2022 Opening Remarks Katherine Tew Darras, General Counsel, ISDA... Read more

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Research Notes | September 13, 2022

ISDA-Clarus RFR Adoption Indicator: August 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more

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derivatiViews | August 16, 2022

A Constructive Approach to the EU Benchmarks Regulation

The market-wide transition away from LIBOR has been a colossal undertaking that, while not yet... Read more