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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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 Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
Documents (0) for Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
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
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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
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
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