Asset Classes – Page 4 – International Swaps and Derivatives Association

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Asset Classes | March 21, 2022

RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions

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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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

Asset Classes | April 23, 2018

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

Documents (2) for SONIA reform FAQs and publication of GBP-SONIA-Compound

Asset Classes | December 21, 2017

Information on the TOIS-SARON Transition

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more

Documents (2) for Information on the TOIS-SARON Transition

Asset Classes | May 5, 2017

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

Documents (2) for JAC sends letter to EC and ESAs on Key Information Documents

Asset Classes | May 2, 2017

Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

restructuring-credit-event-spin-off-best-practice-04212017(pdf) will open in a new tab or window

Asset Classes | March 28, 2017

Market Disruption Event consensus – 03/20/17 NYSE Arca disruption

Documents (1) for Market Disruption Event consensus – 03/20/17 NYSE Arca disruption

nyse-arca-event-finalv2(pdf) will open in a new tab or window

Asset Classes | October 18, 2016

JAC Letter to the EC on PRIIPs

On October 17, the Joint Associations Committee on Retail Structured Products (JAC) called on the... Read more

Documents (1) for JAC Letter to the EC on PRIIPs

JAC letter to the EU Commission on PRIIPs further to the rejection of th...(pdf) will open in a new tab or window

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