This short paper examines the extent of counterparty credit losses and the efficacy of credit… Read more Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets
OTC Derivatives Market Analysis, Mid-2011
Analysis of the over-the-counter (OTC) derivatives market based on statistics as of June 30, 2011.
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Committee: ETF MMFs as Eligible Collateral
A cross-firm type group to discuss the benefits and obstacles of ETF MMFs as eligible collateral.
ISDA Begins Tender Process for ISDAFIX Benchmark Administrator
NEWS RELEASE For Immediate Release ISDA Begins Tender Process for ISDAFIX Benchmark Administrator NEW YORK,… Read more ISDA Begins Tender Process for ISDAFIX Benchmark Administrator
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ISDA Announces Key Steps in ISDAFIX Transition
NEWS RELEASE For Immediate Release ISDA Announces Key Steps in ISDAFIX Transition The Association outlines… Read more ISDA Announces Key Steps in ISDAFIX Transition
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IBA Selected as New ISDAFIX Administrator
NEWS RELEASE For Immediate Release IBA Selected as New ISDAFIX Administrator LONDON, April 30, 2014… Read more IBA Selected as New ISDAFIX Administrator
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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