Risk-free Rates (RFRs) – Page 5 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

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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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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IQ | December 7, 2021

New Frontier – IQ December 2021

The financial industry is about to collectively undergo something that’s never been tried before –... Read more

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IQ | November 16, 2021

IQ: Benchmarks Roundtable – Maintaining Momentum

As the end of 2021 rapidly approaches, market participants are preparing for the cessation or... Read more

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2021

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Research Notes | November 1, 2021

Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 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 | October 14, 2021

ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 20.3% in September compared to... Read more

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Speeches & testimony | September 15, 2021

Benchmark Strategies Forum: Scott O’Malia Opening Remarks

Benchmark Strategies Forum September 15, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello... Read more

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