Risk-free Rates (RFRs) – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

Research Notes | April 17, 2024

Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs

This paper outlines the critical role of interest rate derivatives (IRDs) in supporting the development... Read more

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Research Notes | January 29, 2024

ISDA-Clarus RFR Adoption Indicator: Q4 2023 vs. Q4 2022

This is the final publication of the ISDA-Clarus Adoption Indicator, which was first published in... Read more

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Research Notes | December 11, 2023

ISDA-Clarus RFR Adoption Indicator: November 2023

The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in... Read more

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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 | 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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Research Notes | August 14, 2023

ISDA-Clarus RFR Adoption Indicator: July 2023

The ISDA-Clarus RFR Adoption Indicator rose to 60.6% in July 2023 compared to 58.1% in... Read more

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Research Notes | July 26, 2023

Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023

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 11, 2023

ISDA-Clarus RFR Adoption Indicator: June 2023

The ISDA-Clarus RFR Adoption Indicator decreased slightly to 58.1% in June 2023 from 58.7% in... Read more

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derivatiViews | June 29, 2023

A Seminal Milestone for LIBOR

Just before midday in London tomorrow, the five remaining US dollar LIBOR settings will be... Read more