ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in… Read more ISDA Guidance: Japan Summer 2021 Holiday Changes
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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
Documents (1) for 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
Documents (0) for Discontinuation of EURIBOR Tenors
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
Documents (1) for 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
Documents (2) for 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
Documents (2) for Information on the TOIS-SARON Transition
Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
2014 Definitions Confirmation CDS Matrix v28 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations
Documents (0) for Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
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
Documents (2) for JAC sends letter to EC and ESAs on Key Information Documents
Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event
Documents (1) for Market Disruption Event consensus – 03/20/17 NYSE Arca disruption
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