No Delay for US Dollar LIBOR
It’s tempting to look at the June 30, 2023 date set for the death of... Read more No Delay for US Dollar LIBOR
Tag: Risk-free Rates (RFRs)
ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: March 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2021
Benchmark Strategies Forum Opening Remarks
Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more Benchmark Strategies Forum Opening Remarks
Documents (1) for Benchmark Strategies Forum Opening Remarks
ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: February 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator: January 2021
ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: January 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2021
Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
Documents (1) for Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
ISDA-Clarus RFR Adoption Indicator: December 2020
The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more ISDA-Clarus RFR Adoption Indicator: December 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020
ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2020
ISDA-Clarus RFR Adoption Indicator: October 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: October 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020
Episode 3: Building Momentum in Alternative Rates
Please view this page via Chrome to access the recording. LIBOR is on its... Read more Episode 3: Building Momentum in Alternative Rates