Clearing March 11, 2009 ISDA letter and commitment by leading dealer firms to clear CDS trades in European CCPÂ Â Â Â Â Comment Letter Documents (1) for ISDA letter and commitment by leading dealer firms to clear CDS trades in European CCPÂ Â Â Â Â commissioner-mccreevy-commitment(pdf) will open in a new tab or window
Equity March 10, 2009 Japanese Share Variance Swaps Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more Japanese Share Variance Swaps Tags: Equity Derivatives, Market Disruption, Trading Documents (1) for Japanese Share Variance Swaps market-statement-031009(pdf) will open in a new tab or window
Capital March 5, 2009 Joint Association (ISDA, LIBA and BBA) Response to the UK FSA’s CP 08 22 on "Strengthening Liquidity Standards" Documents (1) for Joint Association (ISDA, LIBA and BBA) Response to the UK FSA’s CP 08 22 on "Strengthening Liquidity Standards" isda-liba-bba-response-to-uk-fsa-cp08-22-liquidity-riskpdf(pdf) will open in a new tab or window
Credit February 20, 2009 Succession Events Best Practices on Reference Obligation amendments. Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Succession Events refobamendsforsuccessioneventsfinal(pdf) will open in a new tab or window
Tax & Accounting February 13, 2009 ISDA Comments on Proposed Issue C22, Exception Related to Embedded Credit Derivatives; to Russell Golden, FASB ISDA Comments on Proposed Issue C22, Exception Related to Embedded Credit Derivatives; to Russell Golden,... Read more ISDA Comments on Proposed Issue C22, Exception Related to Embedded Credit Derivatives; to Russell Golden, FASB Documents (1) for ISDA Comments on Proposed Issue C22, Exception Related to Embedded Credit Derivatives; to Russell Golden, FASB comment-letter-dig-c22(pdf) will open in a new tab or window
Interest Rate February 10, 2009 Drafting, Affirmation and Risk Mitigation ISDA Best Practice Statement Tags: Interest Rate Derivatives, Trading Documents (1) for Drafting, Affirmation and Risk Mitigation isda-rates-best-practice(pdf) will open in a new tab or window
Europe February 8, 2009 ISDA response to EC consultation on hedge funds Comment Letter Documents (1) for ISDA response to EC consultation on hedge funds isdarespechfcp020809(pdf) will open in a new tab or window
Tax & Accounting February 6, 2009 Supervisory Guidance for Assessing Banks’ Financial Instrument Fair Value Practices; to Basel Committee Documents (1) for Supervisory Guidance for Assessing Banks’ Financial Instrument Fair Value Practices; to Basel Committee isda-letter-supervisory-guidance-for-assessing-banks(pdf) will open in a new tab or window
Interest Rate February 5, 2009 Interest rate compounding conventions used in OTC derivatives transactions Memo (February 5, 2009) and Excel spreadsheet with examples Tags: Interest Rate Derivatives, Trading Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions isda-compounding-memo(pdf) will open in a new tab or window compounding-worked-examples(xls) will open in a new tab or window
Research Notes February 1, 2009 Transparency and over-the-counter derivatives (Number 1, 2009) Documents (1) for Transparency and over-the-counter derivatives isda-research-notes1(pdf) will open in a new tab or window