RFR Usage in Rare Decline
Amidst a long-term trend of rising adoption, January saw a rare decline in the use of risk-free rates (RFR), in… 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 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 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 ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to 24.5% the prior month,… Read More »
In a move it says marks the final step in its transition plan, the Alternative Reference Rates Committee (ARRC) is… Read More »
The FICC Markets Standards Board (FMSB) has published the finalised Standard on use of Term Sonia reference rates. The Standard was… Read More »
The first six months since the launch of the Refinitiv Term Sonia Benchmark have seen significant client adoption, the firm… Read More »
CME Group has been named by the US Alternative Reference Rates Committee (ARRC) to publish its recommended forward-looking Secured Overnight… Read More »
The UK’s Financial Conduct Authority (FCA) and the Bank of England have released a statement “encouraging” all market participants in… Read More »
The trading volumes of interest rate derivatives referencing risk-free rates (RFRs) decreased slightly in the first quarter of 2021 according… Read More »
The FICC Markets Standards Board (FMSB) has published its latest Spotlight Review, this time looking at how market participants may… Read More »
The Alternative Reference Rates Committee (ARRC), which was formed by the US Federal Reserve, has announced it has selected LSEG’s… Read More »