This paper examines the benefits and use cases of over-the-counter (OTC) equity derivatives (EQDs). Additionally,… Read more Overview of OTC Equity Derivatives Markets: Use Cases and Recent Developments

SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is… Read more Linear Interpolation Example – 2010

Bloomberg and ISDA today announced that Bloomberg Index Services Limited (BISL) has begun calculating and… Read more Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks

More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA… Read more Countdown to New Fallbacks

New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect… Read more New IBOR Fallbacks Take Effect for Derivatives

Data on the OTC derivatives market, including its size, clearing volumes and portfolio compression. OTC… Read more OTC Derivatives Data Sources

Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,… Read more Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE

ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank… Read more ISDA Publishes New Fallbacks for Additional IBORs

ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major… Read more ISDA Launches IBOR Fallbacks Supplement and Protocol