ISDA Ends RFR Adoption Monitor: Provides RFR Snapshot
January 30, 2024
With the transition away from Ibors to risk-free reference rates (RFRs) either completed or on an established path, ISDA has… Read More »
With the transition away from Ibors to risk-free reference rates (RFRs) either completed or on an established path, ISDA has… Read More »
Higher trading activity in the effective Fed Funds rate saw a decline in SOFR trading, with the subsequent decline in… Read More »
The latest ISDA-Clarus RFR Adoption Indicator finds that the use of risk-free rates as a benchmark for interest rate derivatives… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023 compared to 60.6% in July.… Read More »
After two months around the ending of USD Libor when the adoption rate dropped, the industry appears to be increasing… Read More »
Somewhat strangely, given how the end of USD Libor is nigh, the amount of trading activity that references the replacement,… Read More »
With a major Libor landmark approaching, the use of risk-free rates (RFRs) to reference interest rate derivatives has hit a… Read More »
The adoption of risk-free rates (RFRs) for benchmarks continues as markets, slowly, exit Ibors, with the ISDA Clarus RFR Adoption… Read More »
After a dip in January, when it registered 51.0, the ISDA-Clarus RFR Adoption Indicator rebounded in February to 52.9%, still… Read More »
Amidst a long-term trend of rising adoption, January saw a rare decline in the use of risk-free rates (RFR), in… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022, a new high for the indicator, which tracks how… Read More »
After a choppy four months in which the pace of growth in adoption of risk-free rates (RFRs) flattened out, the… Read More »
After a brief hiatus when adoption flattened out in September, the adoption rate of Risk-Free Rates (RFRs) moved higher again… Read More »
After a long run in which the level of adoption of Risk-Free Rates (RFRs) hit successive new peaks, September saw… Read More »
As deadlines near, the shift away from interest rate derivatives that reference Interbank Offered Rates (Ibors) to risk-free rates (RFRs)… Read More »
After a sustained run of increasing influence as global authorities press the accelerator on decommissioning Ibors, risk-free rate adoption was… Read More »
The shift from Ibors to risk-free rates (RFR) as key financial benchmarks continues apace with the latest ISDA-Clarus RFR Adoption… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to yet another all-time high of 40.5% in March 2022 compared to 36.4% the… Read More »
The latest ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared to 31.9% the prior… Read More »
The adoption of risk-free rates (RFR) continued apace in December according to the ISDA-Clarus RFR Adoption Indicator, which rose to a… Read More »
