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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Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs
The below information supplements the “plain English” disclosures available on the CFTC’s website. The information… Read more Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs
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In the Key of OTC
The process of regulatory reform in the US and in Europe can sometimes seem discordant. Multiple… Read more In the Key of OTC
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Rates SDR Liquidity Data (January - March 2013) – DATA UPDATE
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
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Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks
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
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Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an… Read more Linear Interpolation Example
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Eurex
Eurex stands for the leading European derivatives exchange and—with Eurex Clearing—one of the leading central… Company details Eurex
Categories: Market Data, Analytics and Research, Risk and Collateral Management, SEFs, CCPs and Exchanges, Settlement and Custody
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Plain Vanilla Facts Are the Best Flavor for CDS
New York — We at ISDA have been faced with frequent misconceptions regarding the CDS… Read more Plain Vanilla Facts Are the Best Flavor for CDS
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Petition for a Writ of Certiorari - Snohomish.
(Supreme Court of the United States). August 6, 2007
Documents (1) for Petition for a Writ of Certiorari – Snohomish.
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Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets
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