Interest Rate Derivatives – Page 6 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

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

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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 19, 2022

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2022

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... 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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Research Notes December 7, 2022

Insights into Global OTC IRD Markets Based on the 2022 BIS Triennial Central Bank Survey

This paper highlights the changes in over-the-counter (OTC) interest rate derivatives (IRD) markets from 2019... Read more

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Research Notes November 29, 2022

Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: Third Quarter of 2022

This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... 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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SwapsInfo November 7, 2022

SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volume for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo Third Quarter of 2022 and Year-to-September 30, 2022 Review

Research Notes November 3, 2022

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