Risk-free Rates (RFRs) – Page 4 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

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

Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

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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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2022

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Benchmarks May 16, 2022

Benchmark Reform and Transition from LIBOR InfoHub

**NEW** ISDA Webinar: “CAD CDOR Cessation” (click for presentation and recording) This page will be... Read more

Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub

Research Notes May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2022

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Research Notes April 22, 2022

Transition to RFRs Review: First Quarter of 2022

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

Documents (1) for Transition to RFRs Review: First Quarter of 2022

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Research Notes April 12, 2022

ISDA-Clarus RFR Adoption Indicator: March 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2022

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Speeches & testimony March 22, 2022

Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

Benchmark Strategies Forum: A Post-LIBOR World March 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief... Read more

Documents (1) for Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

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Research Notes March 11, 2022

ISDA-Clarus RFR Adoption Indicator: February 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2022

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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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2022

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Interest Rate February 3, 2022

ISDA Guidance Note – Linear Interpolation

ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more

Documents (1) for ISDA Guidance Note – Linear Interpolation

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