ISDA understands that on March 15, 2022, the National Finance Association announced that with immediate effect MosPrime… Read more RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
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ISDA Guidance: UK Early May 2020 Bank Holiday Change
ISDA guidance for parties to over-the-counter derivative transactions affected by the announcement on 7 June... Read more ISDA Guidance: UK Early May 2020 Bank Holiday Change
Documents (3) for ISDA Guidance: UK Early May 2020 Bank Holiday Change
Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
ICE Swap Rate – December 24 and December 31, 2019
ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more ICE Swap Rate – December 24 and December 31, 2019
Documents (1) for ICE Swap Rate – December 24 and December 31, 2019
Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds... Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
Documents (0) for Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
ISDA Launches NTCE Protocol for Adherence
ISDA has launched a protocol to allow market participants to amend their legacy credit derivatives... Read more ISDA Launches NTCE Protocol for Adherence
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EURIBOR reform FAQs
This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more EURIBOR reform FAQs
Documents (1) for EURIBOR reform FAQs
Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
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
Documents (1) for Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
ISDA Guidance for 2019 Japanese Golden Week
ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions
Documents (3) for ISDA Guidance for 2019 Japanese Golden Week
ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index
ISDA Market Practice Guidance for rebasing of the German Consumer Price Index
Documents (1) for ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index
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 Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events