This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues… Read more Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
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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 CSC Statement on German Bank CDS
Discontinuation of EURIBOR Tenors
Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more Discontinuation of EURIBOR Tenors
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SwapsInfo First Quarter 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo First Quarter 2018 Review
SONIA reform FAQs and publication of GBP-SONIA-Compound
Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the... Read more SONIA reform FAQs and publication of GBP-SONIA-Compound
Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition
Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
2014 Definitions Confirmation CDS Matrix v25 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations
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JAC sends letter to EC and ESAs on Key Information Documents
On May 5, 2017, the Joint Associations Committee on Retail Structured Products (JAC) wrote to... Read more JAC sends letter to EC and ESAs on Key Information Documents
JAC Letter to the EC on PRIIPs
On October 17, the Joint Associations Committee on Retail Structured Products (JAC) called on the... Read more JAC Letter to the EC on PRIIPs