ISDDA: Progress on Global Transition to RFRs in Derivatives Markets
22 March 2023
The paper also explores several current topics related to the RFR transition, including synthetic LIBOR rates, term RFRs, credit-sensitive rates and the modification of clearing and trading requirements.
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically, it analyzes the adoption of the Secured Overnight Financing Rate in different regions and highlights major industry developments that are expected to take place in the first half of 2023.
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ISDA
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