Interest Rate – International Swaps and Derivatives Association

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Tag: Interest Rate

Research Notes | November 14, 2023

ISDA-Clarus RFR Adoption Indicator: October 2023

The ISDA-Clarus RFR Adoption Indicator fell to 59.9% in October 2023 compared to 60.3% in... Read more

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Research Notes | October 13, 2023

ISDA-Clarus RFR Adoption Indicator: September 2023

The ISDA-Clarus RFR Adoption Indicator fell to 60.3% in September 2023 compared to 66.1% in... Read more

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Research Notes | October 2, 2023

Examining IRD Trading Activity in Response to Rising Interest Rates and RFR Transition

The US Federal Reserve’s series of interest rate hikes, which started with a 0.25% increase... Read more

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Research Notes | September 12, 2023

ISDA-Clarus RFR Adoption Indicator: August 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more

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IQ | May 24, 2023

Better Together – IQ May 2023

There were a couple of big themes running through ISDA’s Annual General Meeting (AGM) in... Read more

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Asset Classes | September 10, 2021

Market Closure InfoHub

This page will be updated regularly as information regarding market closure becomes available globally. Should... Read more

Documents (0) for Market Closure InfoHub

Legal | June 24, 2021

Key Changes in the 2021 ISDA Interest Rate Derivatives Definitions

On June 11, 2021, ISDA published the 2021 ISDA Interest Rate Derivatives Definitions, the latest... 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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Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit... Read more

Free downloads (1) for Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit Support Documents

Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit Support Documents (docx)

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit... Read more

Free downloads (1) for Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents (docx)