Increased liquidity in RFR #derivatives markets is also a necessary precursor to the development of any forward-looking RFR term rates, says ISDA CEO @ScottOMalia @ISDAConferences
ISDA Wed 28 Apr 2021 13:06

As #trading increases, trading platforms – including #SEFs, #MTFs and #OTFs – will play an important role in listing products referenced to alternative rates and improving price transparency, says ISDA CEO @ScottOMalia @ISDAConferences
ISDA Wed 28 Apr 2021 13:06

Liquidity in some alternative risk-free rates has been growing – particularly in established rates like SONIA. However, there’s still some way to go in other RFRs. Market participants need to take the leap and start trading in order to foster that liquidity, says @ScottOMalia
ISDA Wed 28 Apr 2021 13:06

With trillions of dollars of exposure to #LIBOR required to switch to other reference rates, market participants need to think carefully about what alternatives are available, how the market is evolving and how liquidity is developing, says @ScottOMalia @ISDAConferences
ISDA Wed 28 Apr 2021 13:06

The March 5 announcement by @TheFCA on the timetable for the death of #LIBOR means all firms with LIBOR exposure need to work out a plan to wean themselves off the benchmark as quickly as possible, says ISDA's CEO @ScottOMalia @ISDAConferences
ISDA Wed 28 Apr 2021 13:06

The #virtual #Derivatives Trading Forum: #Regulatory Change is about to get under way with welcoming remarks from ISDA CEO @ScottOMalia. Thanks to Quantile Technologies and @Tradeweb for sponsoring today's event @ISDAConferences
ISDA Wed 28 Apr 2021 13:01

RT @AcadiaSoft_: Our latest #AheadoftheCurve #podcast is a fascinating conversation with @ScottOMalia CEO at @ISDA and John Shay, Chairman…
ISDA Wed 28 Apr 2021 10:46

ISDA CEO @ScottOMalia prepping for ISDA’s virtual AGM @BroadleyStudio in London. Join us live online May 10-12 Link @isdaconferences #isdaagam https://t.co/BpNzRxb9x4
ISDA Wed 28 Apr 2021 09:11

RT @The_DTCC: Learn how buy-side firms are preparing for the final phases of #UMR. Please tune in to Amy Caruso of @ISDA as she shares her…
ISDA Tue 27 Apr 2021 16:45

ISDA's Transition to RFRs Review: Based on US #trading data IRD traded notional referencing SOFR increased to $780.7 bn in Q1 2021 from $620.9 bn in Q4 2020. Proportion of IRD traded notional linked to #SOFR accounted for 1.1% of total IRD traded notional Link
ISDA Tue 27 Apr 2021 14:15

ISDA research: Based on US #trading data, traded notional of OTC #IRD referencing alternative RFRs increased by 41.1% to $5.5 tn in Q1 2021 compared to $3.9 tn in Q4 2020. However, RFR transactions accounted for 7.8% of total IRD traded notional compared to 9.5% in Q4 2020
ISDA Tue 27 Apr 2021 14:05

In the first quarter of 2021, global risk-free rate (#RFR)-linked interest rate #derivatives traded notional accounted for 10.6% of total IRD traded notional compared to 12.3% in the prior quarter. Read ISDA's Transition to RFRs Review: Q1 of 2021 report: Link
ISDA Tue 27 Apr 2021 14:00

RT @The_DTCC: Learn how buy-side firms are preparing for the final phases of #UMR. Please tune in to Amy Caruso of @ISDA as she shares her…
ISDA Tue 27 Apr 2021 12:55

Check out the 2021 ISDA Interest Rate #Derivatives Definitions page for the most up-to-date information on the new definitional booklet: Link
ISDA Mon 26 Apr 2021 15:59

The video follows the recent factsheet released by ISDA, which outlines the key changes between the 2006 and 2021 Definitions. Click here to read the factsheet: Link
ISDA Mon 26 Apr 2021 15:59

The video covers the steps market participants should take as they switch to the 2021 Definitions ahead of the implementation date in early October 2021
ISDA Mon 26 Apr 2021 15:59

Ahead of the forthcoming publication of the 2021 ISDA Interest Rate #Derivatives Definitions, ISDA’s Rick Sandilands & Jonathan Martin spoke with Guy Gurden, @IHSMarkit and FpML’s Brian Lynn on how the definitions will be implemented. Click here to watch Link
ISDA Mon 26 Apr 2021 15:54

It will also create a level playing field in terms of carbon pricing, avoiding competitive distortions and leading to aligned cost implications for the industry across the UK and European Economic Area
ISDA Thu 15 Apr 2021 12:41

Linkage will benefit both parties, and allow both the UK and EU to reach net zero faster and more cost effectively, providing clear advantages in terms of #liquidity and price discovery
ISDA Thu 15 Apr 2021 12:41

ISDA and 41 other trade associations have sent letters to the UK government and @EU_Commission on the importance of linking the new UK Emissions Trading System and the EU’s Emissions Trading System. Click here to read the letters: Link
ISDA Thu 15 Apr 2021 12:36

The percentage of trading activity in #SOFR was 4.7% of total USD IRD DV01 transacted in March, down from 5.1% in Feb, while GBP saw the largest percentage of RFR-linked IRD trading activity, totaling 44.9% of total GBP IRD DV01 @clarusft
ISDA Wed 14 Apr 2021 13:40

On a traded notional basis, the % of RFR-linked IRD decreased to 11% of total IRD in March compared to 11% in Feb. RFR-linked IRD DV01 decreased to $3.2 bln compared to $3.8 bln in Feb & total IRD DV01 transacted increased to $36.3 bln compared to $35.6 bln in Feb
ISDA Wed 14 Apr 2021 13:40

The ISDA-@clarusft Risk-free Rate (#RFR) Adoption Indicator for March 2021 has been released. The indicator has decreased to 8.8% in March compared to 10.6% in February. Click here to read the full monthly report: Link https://t.co/QNCwkH5Tux
ISDA Wed 14 Apr 2021 13:35

Take a look at forthcoming ISDA events, including the ISDA AGM on May 10-12, at Link
ISDA Tue 13 Apr 2021 16:44

That’s it for today – look out for the next ISDA Benchmark Strategies Forum in June. Huge thanks to @CMEGroup for supporting this event #ISDABenchmarks @ISDAConferences
ISDA Tue 13 Apr 2021 16:39