Interest Rate Derivatives – Page 13 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | November 8, 2018

Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more

Documents (1) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

Benchmarks Review(pdf) will open in a new tab or window

SwapsInfo | November 5, 2018

SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

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

Documents (1) for SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

Swaps review Q3 2018(pdf) will open in a new tab or window

SwapsInfo | July 30, 2018

SwapsInfo Second Quarter 2018 and First Half 2018 Review

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

Documents (1) for SwapsInfo Second Quarter 2018 and First Half 2018 Review

Swaps review Q2 2018(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

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