Interest Rate Derivatives Overview

This section of the ISDA website is a hub for links to key information and ISDA’s work regarding Interest Rate Derivatives – including documentation, market structure, public policy, research, market practices, guidance notes and educational materials.

ISDA’s Interest Rate Derivatives working groups:
ISDA conducts work on Interest Rate Derivatives issues though a variety of working groups; however, there are three specific working groups focused on this asset class:

To request to join an ISDA working group: (1) Create an account on the ISDA website; and (2) After you create an account, log in and go to the Committees section to view your ISDA Committee Dashboard. You can request to join and leave working groups and distribution lists.

Links to key Interest Rate Derivatives infrastructures/documentation:

News on current Interest Rate Derivatives initiatives:
ISDA’s interest rates working groups are currently discussing the following topics:

  • Interest Rate Derivatives – Product standardization/development ISDA is discussing the prioritisation of Interest Rate derivative products for potential work on standardizing product terms/templates; products suggested to date include: Constant Maturity Swaps, Bond Forwards, Latin American NDS and Rate Lock transactions (for more information, please contact jmartin@isda.org and mhurd@isda.org).
  • 2021 Definitions Adoption ISDA is working with market participants to help finalise market transition to the 2021 ISDA Interest Rate Derivatives Definitions (for more information, please contact jmartin@isda.org and mhurd@isda.org).

If you have any questions or would like additional information in relation to these matters, please email: marketinfrastructureandtechnology@isda.org.

Tags:

,

Maintaining Focus on Basel III Endgame Recalibration

In its original form, the US Basel III endgame proposal would have resulted in disproportionate increases in capital for trading book activities, forcing banks to make difficult choices about their participation in certain businesses. After two-and-a-half years, a revised proposal...

IRRBB Management in EMDEs

Interest rate risk in the banking book (IRRBB) has become a growing priority for banks and regulators in emerging market and developing economies (EMDEs). As many of these countries face monetary tightening cycles and ongoing macroeconomic volatility, bank balance sheets...

Response to CPMI-IOSCO on Consultation

On February 5, ISDA and FIA responded to the Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) consultation on the management of general business risks and general business losses by financial market infrastructures (FMIs)....