International Swaps and Derivatives Association Launches Risk-free Rate Adoption Indicator
July 29, 2020
July 29, 2020
NEW YORK, July 29 -- The International Swaps and Derivatives Association issued the following news release:
ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs) in derivatives trading.
The indicator, developed in conjunction with Clarus Financial Technology, will provide a monthly snapshot of RFR trading activity in interest rate derivatives (IRD) markets, based on global cleared over-the-counter and exchange-traded derivatives . . .
ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs) in derivatives trading.
The indicator, developed in conjunction with Clarus Financial Technology, will provide a monthly snapshot of RFR trading activity in interest rate derivatives (IRD) markets, based on global cleared over-the-counter and exchange-traded derivatives . . .