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

ISDA Presents Lock-Up Agreement Proposal

ISDA is pleased to present the proposed Lock-Up Agreements and CDS – Proposed Auction Solution. “Lock-Up Agreements” are market-wide arrangements, broadly standardized and predominantly integrated with court sanctioned restructuring or bankruptcy processes. Numerous end users will sign material Lock-Up Agreements...

Key Trends in OTC Derivatives Market H2 2024

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows a modest increase in notional outstanding during the second half of 2024 compared to the same period in 2023. Notional outstanding for interest rate, foreign...