Asset Classes Archives | Page 2 of 22 | International Swaps and Derivatives Association

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Asset Classes | July 8, 2020

ISDA Guidance: Japan Summer 2020 Holiday Changes

ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in… Read more ISDA Guidance: Japan Summer 2020 Holiday Changes

Asset Classes | March 6, 2019

Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events

This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more

Documents (1) for Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events

20190320 NTCE consultation doc complete(pdf) will open in a new tab or window

Asset Classes | March 1, 2019

ISDA Guidance Regarding Recent Developments Relating to HICP

ISDA guidance regarding recent developments relating to HICP

Documents (1) for ISDA Guidance Regarding Recent Developments Relating to HICP

ISDA Guidance HICPxT Final(pdf) will open in a new tab or window

Asset Classes | February 27, 2019

Second ISDA Notice Regarding Recent Developments Relating to HICP

Second ISDA notice regarding recent developments relating to HICP.

Documents (1) for Second ISDA Notice Regarding Recent Developments Relating to HICP

ISDA Notice - HICP - 27 Feb(pdf) will open in a new tab or window

Asset Classes | February 26, 2019

Notice Regarding Recent Developments Relating to HICP

ISDA notice regarding recent developments relating to HICP

Documents (1) for Notice Regarding Recent Developments Relating to HICP

ISDA Notice HICP(pdf) will open in a new tab or window

Asset Classes | December 20, 2018

EUR ICE Swap Rate – December 24 and December 31, 2018

ISDA notification to members regarding potential non-publication of EUR ICE swap rates on December 24... Read more

Documents (1) for EUR ICE Swap Rate – December 24 and December 31, 2018

EUR ICE Swap Rate notification(pdf) will open in a new tab or window

Asset Classes | December 3, 2018

George H.W. Bush National Day of Mourning

The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more

Documents (1) for George H.W. Bush National Day of Mourning

George-H-W-Bush--national-day-of-mourning-on-December-5-2018-ISDA-guidance2(pdf) will open in a new tab or window

Asset Classes | November 26, 2018

Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

Following on from last year’s ISDA survey on changing the market convention for the cash... Read more

Documents (0) for Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

Asset Classes | November 26, 2018

CSC Statement on German Bank CDS

This note has been prepared by ISDA’s Credit Steering Committee (CSC) to explain the CSC’s... Read more

Documents (1) for CSC Statement on German Bank CDS

20181122-CSC-Memorandum-on-German-bank-CDS(pdf) will open in a new tab or window

Asset Classes | June 6, 2018

Discontinuation of EURIBOR Tenors

Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more

Documents (0) for Discontinuation of EURIBOR Tenors

SwapsInfo | May 14, 2018

SwapsInfo First Quarter 2018 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more

Documents (1) for SwapsInfo First Quarter 2018 Review

Swaps review Q1 2018(pdf) will open in a new tab or window