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ISDA publishes review of RFR transition for Q1 2022

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Published on: 22 April 2022

Published by LNB News

LNB News 22/04/2022

Document Information

Issue Date: 22 April 2022

Published Date: 22 April 2022

Jurisdiction(s): United Kingdom

Article summary

The International Swaps and Derivatives Association (ISDA) has published its ‘Transition to RFRs Review: First Quarter of 2022’, analysing the trading volumes of over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference selected alternative Risk-Free Rates (RFRs), including the Secured Overnight Financing Rate (SOFR), the Sterling Overnight Index Average, the Swiss Average Rate Overnight, the Tokyo Overnight Average Rate, the Euro Short-Term Rate and the Australian Overnight Index Average.

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