Derivatives Market Analysis: Interest Rate Derivatives

Clearing and portfolio compression are having an increasingly significant effect on the interest rate derivatives (IRD) market, with more than two-thirds of IRD notional outstanding now cleared and compression reducing the size of the market by approximately 62%.

Documents (1) for Derivatives Market Analysis: Interest Rate Derivatives

Future Path - IQ December 2025

At the start of ISDA’s 40th anniversary year, IQ convened the pioneers of the association to reflect on how a desperate need for standardization in the early days of the derivatives market brought dealers together to develop a dictionary of...

Addressing Termination Troubles

When Enron announced a shock $618 million loss on October 16, 2001, it took a further 47 days until it filed for bankruptcy. For Bear Stearns, it took 266 days between its bailout of a structured credit fund run by...