Interest Rate Derivatives – Page 11 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Interest Rate Derivatives

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

SwapsInfo | February 2, 2018

SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review

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

Documents (1) for SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review

SwapsInfo Full Year and Q4 2017 Review(pdf) will open in a new tab or window

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

Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX

(published December 6, 2017) This Bilateral Amendment Agreement has been published to assist parties... Read more

Free downloads (1) for Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX

Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX (docx)

SwapsInfo | October 30, 2017

SwapsInfo Third Quarter 2017 Review

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

Documents (1) for SwapsInfo Third Quarter 2017 Review

Swaps review Q3 2017 FINAL(pdf) will open in a new tab or window

Benchmarks | August 17, 2017

Fallbacks for LIBOR and other key IBORs

ISDA held a webinar on August 17 to provide an overview of the work to... Read more

Documents (1) for Fallbacks for LIBOR and other key IBORs

development-of-fallbacks-for-libor-and-other-key-ibors(pdf) will open in a new tab or window

SwapsInfo | August 16, 2017

SwapsInfo Second Quarter 2017 Review

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

Documents (1) for SwapsInfo Second Quarter 2017 Review

swaps-review-q2-2017-final(pdf) will open in a new tab or window

SwapsInfo | May 4, 2017

SwapsInfo First Quarter 2017 Review

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

Documents (1) for SwapsInfo First Quarter 2017 Review

Swaps review Q1 2017(pdf) will open in a new tab or window

SwapsInfo | February 28, 2017

SwapsInfo Fourth Quarter 2016 Review

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

Documents (1) for SwapsInfo Fourth Quarter 2016 Review

Swaps review Q4 2016(pdf) will open in a new tab or window