Interest Rate Derivatives – Page 14 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Research Notes | October 28, 2019

Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1) for Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

Interest Rate Benchmarks Review Q3 2019(pdf) will open in a new tab or window

Research Notes | October 21, 2019

Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey

This paper highlights changes in the size and structure of global over-the-counter interest rate derivatives... Read more

Documents (1) for Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey

Global IRD Markets: Insights into the BIS Survey(pdf) will open in a new tab or window

Interest Rate | September 10, 2019

EURIBOR reform FAQs

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more

Documents (1) for EURIBOR reform FAQs

ISDA EURIBOR reform FAQs -10 Sept(pdf) will open in a new tab or window

Research Notes | July 22, 2019

Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more

Documents (1) for Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

Interest Rate Benchmarks Review Q2 2019 and 1H 2019(pdf) will open in a new tab or window

SwapsInfo | July 11, 2019

SwapsInfo First Half of 2019 and Second Quarter of 2019 Review

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

Documents (2) for SwapsInfo First Half of 2019 and Second Quarter of 2019 Review

SwapsInfo | April 30, 2019

SwapsInfo First Quarter of 2019 Review

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

Documents (1) for SwapsInfo First Quarter of 2019 Review

SwapsInfo Q1 2019 Review(pdf) will open in a new tab or window

Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2019

Interest Rates Benchmarks Review Q1 2019(pdf) will open in a new tab or window

Equity | April 23, 2019

ISDA Guidance for 2019 Japanese Golden Week

ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions

Documents (3) for ISDA Guidance for 2019 Japanese Golden Week

Research Notes | January 29, 2019

Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more

Documents (1) for Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

Benchmarks Full Year 2018(pdf) will open in a new tab or window

SwapsInfo | January 24, 2019

SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review