Risk-free Rates (RFRs) – Page 7 – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

derivatiViews | April 22, 2021

No Delay for US Dollar LIBOR

It’s tempting to look at the June 30, 2023 date set for the death of... Read more

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Research Notes | April 14, 2021

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

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Speeches & testimony | April 13, 2021

Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

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Research Notes | March 9, 2021

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

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Research Notes | February 10, 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

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Research Notes | January 28, 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

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Research Notes | January 14, 2021

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

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Research Notes | December 10, 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

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Research Notes | November 10, 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

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The Swap | November 3, 2020

Episode 3: Building Momentum in Alternative Rates

Please view this page via Chrome to access the recording. LIBOR is on its... Read more