NEWS RELEASE For Immediate Release IBA Selected as New ISDAFIX Administrator LONDON, April 30, 2014… Read more IBA Selected as New ISDAFIX Administrator
IMM CAD Market Practice Note
On May 15, ISDA published the attached market practice note regarding the effective date for… Read more IMM CAD Market Practice Note
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Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
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The Value of OTC Derivatives: Case Study Analyses of Hedges
Over the past 30-plus years, innovations in the OTC derivatives markets have fundamentally advanced the… Read more The Value of OTC Derivatives: Case Study Analyses of Hedges
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Countdown to New Fallbacks
More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA… Read more Countdown to New Fallbacks
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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
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OTC Derivatives Market Analysis, Year-end 2011
ISDA produces its Market Analysis to correspond with the release of the Bank for International… Read more OTC Derivatives Market Analysis, Year-end 2011
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Documents (1) for OTC Derivatives Collateral Process
Documents (1) for Sound Practices for Backtesting CCR Models – ISDA and AFME comment
Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures
The counterparty credit risk exposure of 12 US bank holding companies and international banking companies… Read more Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures