2020 ISDA Interest Rate Derivatives Definitions

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 Description
General Overview 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 Changes to the Calculation Agent language and the new dispute resolution provision.
Cash Settlement Changes to the cash settlement provisions for use in connection with optional early termination, mandatory early termination and swaptions.
Dates/Periods Changes to terms relating to dates and periods, including Business Days, Payment Dates and Period End Dates.
Payments/Calculations and Floating Amounts 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 Minor updates to various miscellaneous concepts, including options, cleared settlement and mark-to-market swaps.
Focus on APAC Unscheduled Holiday, Hong Kong Typhoon and Black Rainstorm Days and potential Deliverable Currency FX provisions

Documents (0) for 2020 ISDA Interest Rate Derivatives Definitions