Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that… Read more EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions
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SwapsInfo First Quarter 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit… Read more SwapsInfo First Quarter 2018 Review
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Credit and Interest Rate Liquidity Data Study (January 2013)
Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time… Read more Credit and Interest Rate Liquidity Data Study (January 2013)
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ISDA Guidance: SOFR Publication on Good Friday 2023
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on… Read more ISDA Guidance: SOFR Publication on Good Friday 2023
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ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected… Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
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ISDA Generic Fallback Provisions – Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions… Read more ISDA Generic Fallback Provisions – Summary
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ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
The purpose of this Market Practice Note is to recommend an approach to the calendars… Read more ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
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RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
ISDA understands that on March 15, 2022, the National Finance Association announced that with immediate effect MosPrime… Read more RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
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ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on… Read more ISDA Guidance: SOFR Publication on Good Friday 2021
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Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to… Read more Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published