Risk-free Rates (RFRs) – Page 6 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

Research Notes | September 14, 2021

ISDA-Clarus RFR Adoption Indicator: August 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to... Read more

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Research Notes | August 11, 2021

ISDA-Clarus RFR Adoption Indicator: July 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared... Read more

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Research Notes | August 4, 2021

Transition to RFRs Review: First Half of 2021 and the Second 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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derivatiViews | July 15, 2021

The LIBOR End Game

There can be no mistaking the regulatory message on LIBOR transition in recent weeks. A... Read more

Documents (0) for The LIBOR End Game

Research Notes | July 12, 2021

ISDA-Clarus RFR Adoption Indicator: June 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more

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Research Notes | June 10, 2021

ISDA-Clarus RFR Adoption Indicator: May 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more

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Research Notes | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

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IQ | May 12, 2021

IQ in Brief: AGM Special – Day 2

Day two of ISDA’ s virtual Annual General Meeting on May 11 featured sessions on... Read more

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IQ | May 11, 2021

IQ in Brief: AGM Special – Day 1

ISDA held the first day of its virtual Annual General Meeting on May 10, with... Read more

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Research Notes | April 27, 2021

Transition to RFRs Review: First Quarter of 2021

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 2021

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