Benchmarks – Page 8 – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | February 14, 2022

ISDA-Clarus RFR Adoption Indicator: January 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.9% in January compared... Read more

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Speeches & testimony | February 2, 2022

Canadian Benchmark Reform – The Road Ahead: Scott O’Malia Opening Remarks

Canadian Benchmark Reform – The Road Ahead February 2, 2022 Opening Remarks Scott O’Malia, CEO,... Read more

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Research Notes | January 27, 2022

Transition to RFRs Review: Full Year 2021 and the Fourth 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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Research Notes | January 12, 2022

ISDA-Clarus RFR Adoption Indicator: December 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to... Read more

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Infrastructure | December 23, 2021

ISDA Guidance – ICE Swap Rates Dec 24 and 31, 2021

Documents (0) for ISDA Guidance – ICE Swap Rates Dec 24 and 31, 2021

Interest Rate | December 23, 2021

ICE Swap Rate – December 24 and December 31, 2021

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1) for ICE Swap Rate – December 24 and December 31, 2021

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Press Releases | December 17, 2021

ISDA Statement on CARR and RBSL Announcements on CDOR

ISDA has published the following statement in response to yesterday’s announcements by the Canadian Alternative... Read more

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Press Releases | December 16, 2021

ISDA Publishes New Fallbacks for Additional IBORs

ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank... Read more

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derivatiViews | December 16, 2021

Get Ready for Fallbacks

It’s now just a matter of weeks until 30 LIBOR settings either cease to exist... Read more

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Research Notes | December 14, 2021

ISDA-Clarus RFR Adoption Indicator: November 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to... Read more

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