Following on from last year’s ISDA survey on changing the market convention for the cash… Read more Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
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ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Guidance to assist market participants who have outstanding trades that reference an ICE Swap Rate... Read more ICE Swap Rate - Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
CFTC response to ISDA’s proposed STP plan
On December 21, 2015, the CFTC responded in agreement with ISDA’s proposal to permit derivatives... Read more CFTC response to ISDA’s proposed STP plan
Documents (1)
Updated FAQ: Amend Single Name On-The-Run Frequency
ISDA continues to work with its members to finalize materials that will provide transparency for... Read more Updated FAQ: Amend Single Name On-The-Run Frequency
FAQ: Amend Single Name On-The-Run Frequency
ISDA continues to work with its members to finalize materials that will provide transparency for... Read more FAQ: Amend Single Name On-The-Run Frequency
Industry Implementation Considerations
This document has been prepared by ISDA to assist its members in highlighting some potential... Read more Industry Implementation Considerations
ISDA’s STP plan
On 27th July 2015 ISDA, on behalf of its members, submitted a plan to the... Read more ISDA’s STP plan
Documents (1)
Memorandum on the recommendation to reduce the frequency of single-name CDS rolls
This note has been prepared by ISDA’s Credit Steering Committee (the “CSC”) to explain the... Read more Memorandum on the recommendation to reduce the frequency of single-name CDS rolls
Amending When Single-Name CDS Roll to New ‘On-the-Run’ Contracts
ISDA has published a recommendation for an amendment to the single-name credit default swap (CDS)... Read more Amending When Single-Name CDS Roll to New ‘On-the-Run’ Contracts
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JAC responds to FCA thematic review on product development and governance of structured products
On March 5, 2015, the UK Financial Conduct Authority (FCA) published a thematic review on... Read more JAC responds to FCA thematic review on product development and governance of structured products