The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap index trading activity. The report provides a breakdown of publicly available data to analyze the impact of regulatory change on swap execution facility and bilateral trading volumes, as well as cleared and non-cleared activity.
Interest rate derivatives and CDS index notional volume and trade count data is taken from the ISDA SwapsInfo site (swapsinfo.org), using data from the Depository Trust & Clearing Corporation and Bloomberg swap data repositories.
Documents (1) for SwapsInfo Second Quarter 2016 Review
Latest
ISDA AGM Studio: Antonio Corbi and Fabio Fabiani, EY
Fabio Fabiani, partner at EY, speaks with Antonio Corbi, head of accounting and tax services at ISDA, on the International Accounting Standards Board’s dynamic risk management proposal and the application of the Common Domain Model to automate reporting and compliance.
ISDA AGM Studio: Sarah Breeden, Bank of England
Sarah Breeden, deputy governor for financial stability at the Bank of England, speaks to ISDA CEO Scott O’Malia about some of the headwinds facing financial markets in 2025, and how policymakers can address perceived vulnerabilities in non-bank financial intermediation.
ISDA AGM Studio: Tom Jasper and Eric Litvack
ISDA's 40th anniversary was a key theme of this year's Annual General Meeting. To mark this milestone, Nick Sawyer, ISDA's global head of communications, talked to Tom Jasper, managing partner at Manursing Partners, who established and led the interest rate...
ISDA AGM Studio: Roy Choudhury and Ido de Geus
Roy Choudhury, managing director and senior partner at Boston Consulting Group, and Ido de Geus, head of fixed income at PGGM Investments, talk to Nick Sawyer, ISDA’s global head of communications, about the uses and value of over-the-counter derivatives.