Tag: Interest Rate Derivatives
Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more IRD Block Trading Activity in the First Quarter of 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 Video Interview: 2020 ISDA Interest Rate Derivatives Definitions
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SwapsInfo First Quarter of 2020 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo First Quarter of 2020 Review
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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 Interest Rate Benchmarks Review: First Quarter of 2020
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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 Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
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Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives
ISDA has published the fifth in a series of legal guidelines for smart derivatives contracts,... Read more Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives
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SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
Documents (2) for SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
ICE Swap Rate – December 24 and December 31, 2019
ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more ICE Swap Rate – December 24 and December 31, 2019
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SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review