ISDA Publishes the ISDA 2013 Discontinued Rates Maturities Protocol

ISDA Publishes the ISDA 2013 Discontinued Rates Maturities Protocol

The ISDA 2013 Discontinued Rates Maturities Protocol enables parties to amend the terms of Protocol Covered Transactions to address future rate discontinuations by providing a method for determining the rate where the provider thereof is no longer publishing maturities for a Floating Rate Option specified for a Protocol Covered Transaction, but that provider is publishing maturities which are longer and shorter than the discontinued maturity for that Floating Rate Option.

The protocol can be accessed on the ISDA Protocol Management Page

Episode 60: Modelling Margin

The ISDA Standard Initial Margin Model has proved to be one of the most consequential industry models ever developed. The Swap talks with two industry veterans involved in its development. Please view this page via Chrome to access the recording.

ISDA Wins Digital Solution of the Year Award

ISDA has won Digital Solution of the Year at the GlobalCapital Global Derivatives Awards 2026 for the ISDA Digital Regulatory Reporting (DRR) initiative and the ISDA Notices Hub. The award recognizes ISDA’s continued work to develop mutualized digital solutions that...

ISDA Launches Digital Emissions Definitions

ISDA has launched a natively digital version of its documentation for emissions allowance transactions, enabling the framework to be updated more efficiently as emissions trading systems (ETSs) evolve. The 2026 ISDA Emissions Transactions Definitions provide standardized documentation for physically settled...