**NEW** ISDA Webinar: “USD LIBOR Final Steps” (click for presentation and recording) This page will… Read more Benchmark Reform and Transition from LIBOR InfoHub
30/360 Day Count Conventions
Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions
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Committee: ISDA Article 28(2) EU Benchmark Regulation Group
The purpose of this group is to discuss Article 28(2) of the European Benchmark Regulation, its impact on the derivatives market and potential documentation approaches towards compliance.
Book: Supplements to the 2006 ISDA Definitions
Please note that ISDA no longer supports the 2006 ISDA Definitions – see ISDA’s statement for further… Read more Supplements to the 2006 ISDA Definitions
Free downloads (103) for Supplements to the 2006 ISDA Definitions
- Supplement 1 (Floating Rate Option "SEK-Annual Swap Rate-SESWFI", published October 5, 2007) (pdf) will open in a new tab or window
- Supplement 2 (Amended first paragraph of Section 10.5 relating to MTM Amount, published October 10, 2007) (pdf) will open in a new tab or window
- Supplement 2 (Side letter, published October 10, 2007) (doc) will open in a new tab or window
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Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds… Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
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ISDA Launches UTIPrefix.org to Help Drive Global Data Standards
NEWS RELEASE For Immediate Release ISDA Launches UTIPrefix.org to Help Drive Global Data Standards NEW… Read more ISDA Launches UTIPrefix.org to Help Drive Global Data Standards
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ISDA Publishes New Fallbacks for Additional IBORs
ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank… Read more ISDA Publishes New Fallbacks for Additional IBORs
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ISDA, AIMA, EBF Respond to EC on Unique Product Identifier
On January 9, ISDA, the Alternative Investment Management Association (AIMA) and the European Banking Federation… Read more ISDA, AIMA, EBF Respond to EC on Unique Product Identifier
Documents (1) for ISDA, AIMA, EBF Respond to EC on Unique Product Identifier
ISDA Publishes 2013 Standard Credit Support Annex (SCSA)
Click here to visit the Collateral page to see the Annexes Click here to visit… Read more ISDA Publishes 2013 Standard Credit Support Annex (SCSA)
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ISDA Launches IBOR Fallbacks Supplement and Protocol
ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major… Read more ISDA Launches IBOR Fallbacks Supplement and Protocol