ISDA Collateral Agreement Interest Rate Definitions

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to overnight interest rates in ISDA published collateral agreements such as credit support annexes for variation margin.

The first version of the ISDA Collateral Agreement Interest Rate Definitions includes definitions of EONIA (Collateral Rate) and EuroSTR (Collateral Rate). Other overnight interest rates will be added in subsequent iterations and will be differentiated through different publication dates and version numbers. Please refer to the pre-amble for guidance on the three methods of incorporation of the definitions.

Free downloads for ISDA Collateral Agreement Interest Rate Definitions (1)

Tags

, ,