Benchmarks – Page 6 – International Swaps and Derivatives Association

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Tag: Benchmarks

Press Releases | August 11, 2022

ISDA, ASIFMA, EACT, EMTA, FIA, GFXD Update EU Benchmarks Regulation Review Recommendations

ISDA, the Asia Securities Industry and Financial Markets Association (ASIFMA), the European Association of Corporate... Read more

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Europe | August 11, 2022

ISDA Responds to EC’s BMR Consultation

On August 11, 2022, ISDA submitted a response to the European Commission’s consultation on reforming... Read more

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Europe | August 11, 2022

Reforming the EU Benchmarks Regulation: Updated Recommendations

European retail and institutional investors use European Union (EU) and third-country benchmarks for a variety... Read more

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Research Notes | August 9, 2022

ISDA-Clarus RFR Adoption Indicator: July 2022

The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more

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Research Notes | July 26, 2022

Transition to RFRs Review: First Half of 2022 and the Second Quarter of 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 | July 13, 2022

ISDA-Clarus RFR Adoption Indicator: June 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more

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Speeches & testimony | June 22, 2022

Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

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Tax & Accounting | June 14, 2022

ISDA Responds to FASB on Exposure Draft

On June 6, 2022, ISDA submitted a comment letter to the Financial Accounting Standards Board... Read more

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Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

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derivatiViews | May 26, 2022

Maintaining Momentum on US Dollar LIBOR

Given the pervasiveness of LIBOR across financial markets, managing its removal has involved painstaking planning... Read more