Interest Rate Derivative Archives | International Swaps and Derivatives Association

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Tag: Interest Rate Derivative

Asset Classes | July 8, 2020

ISDA Guidance: Japan Summer 2020 Holiday Changes

ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more

Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes

ISDA Japanese Summer 2020 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
ISDA Japanese Summer 2020 Holiday Changes - FX Definitions(pdf) will open in a new tab or window

Research Notes | June 22, 2020

IRD Block Trading Activity in the First Quarter of 2020

Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more

Documents (1) for IRD Block Trading Activity in the First Quarter of 2020

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Webcasts & videos | June 16, 2020

Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

Why is there a need for the 2020 ISDA Interest Rate Derivatives Definitions, a root... Read more

Documents (0) for Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

ISDA Virtual Conference: FpML® and the Impact of the 2020 Interest Rate Definitions

Registration for this event will close 2 hours before the live broadcast This half-day... Read more

Event Details

Memoranda | June 2, 2020

2020 ISDA Interest Rate Derivatives Definitions

A recording of an Interest Rate Definitions Working Group call of March 17, 2020 is available to members here.

Documents (0) for 2020 ISDA Interest Rate Derivatives Definitions

Introduction To Interest Rates Derivatives

This is a pre-recorded Virtual Conference _______________ Recording available until July 25, 2020 This... Read more

Event Details Register Now

SwapsInfo | April 28, 2020

SwapsInfo First Quarter of 2020 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo First Quarter of 2020 Review

Asset Classes | April 24, 2020

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

Documents (3) for ISDA Guidance: UK Early May 2020 Bank Holiday Change

Research Notes | April 22, 2020

Interest Rate Benchmarks Review: First Quarter of 2020

In the first quarter of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2020

Interest Rate Benchmarks Review First Quarter of 2020(pdf) will open in a new tab or window

Asset Classes | March 30, 2020

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