ISDA is currently working with members to draft the 2020 ISDA Interest Rate Derivatives Definitions, a root and branch update of the 2006 ISDA Definitions. To facilitate engagement with the project, recordings of the working group calls will be uploaded to this page. Please see details set out below.

If you are interested in participating in this project and future calls, please log on to your ISDA account and join the Interest Rate Definitions Working Group.

WG Call Recording & Title Date of Call Description
General Overview March 17, 2020 The major aims of the project and a high level walk through of the consolidated draft booklet as it currently stands.
Calculation Agent / Dispute Resolution March 31, 2020 Changes to the Calculation Agent language and the new dispute resolution provision.
Dates/Periods April 7, 2020 Changes to terms relating to dates and periods, including Business Days, Payment Dates and Period End Dates.
Payments/Calculations and Floating Amounts April 14, 2020 Changes to terms relating to payments/calculations and floating amounts (note there have been no changes to the fixed amounts), including formulae, interpolation and other concepts associated with calculating payments due.
Miscellaneous April 21, 2020 Minor updates to various miscellaneous concepts, including options, cleared settlement and mark-to-market swaps.
Cash Settlement (including APAC WG) May 6, 2020 Changes to the cash settlement provisions for use in connection with optional early termination, mandatory early termination and swaptions.
Focus on APAC May 27, 2020 Unscheduled Holiday, Hong Kong Typhoon and Black Rainstorm Days and potential Deliverable Currency FX provisions.
Feedback on Calculation Agent / Dispute Resolution June 16, 2020 Discussion of the Request for Feedback on the Calculation Agent/Dispute Resolution provisions and initial working group responses.
Feedback on Calculation Agent / Dispute Resolution June 23, 2020 Second discussion of the Request for Feedback on the Calculation Agent/Dispute Resolution provisions and initial working group responses.
Follow Up Feedback on Calculation Agent / Dispute Resolution July 7, 2020 Discussion of the Follow Up Request for Feedback on the Calculation Agent/Dispute Resolution provisions.
Summary of Proposal for Calculation Agent Provisions July 21, 2020 Summary of the proposed changes to the calculation agent provisions reflecting the conclusions drawn from previous working group discussions and responses to feedback requests.
Feedback on Dates / Periods July 28, 2020 Further discussion of the Request for Feedback on the proposed changes to terms relating to dates and periods, including Business Days, Payment Dates and Period End Dates.
Feedback on Dates / Periods August 6, 2020 Further discussion of the Request for Feedback on the proposed changes to terms relating to dates and periods, including Business Days, Payment Dates and Period End Dates.
Feedback on Dates / Periods September 3, 2020 Summary of the proposed changes to the terms relating to dates and periods, including Business Days, Payment Dates and Period End Dates reflecting the conclusions drawn from previous working group discussions and responses to feedback requests.

Documents (0) for 2020 ISDA Interest Rate Derivatives Definitions