Interest Rate Derivative Archives | Page 2 of 8 | International Swaps and Derivatives Association

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Interest Rate Derivative

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

Swaps review Q3 2018 (pdf)

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

Swaps review Q2 2018 (pdf)

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

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

Swaps review Q1 2018 (pdf)

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

Legal | New York | Wednesday, May 9, 2018

Derivatives Products Overview

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Event Details

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

SwapsInfo Full Year and Q4 2017 Review (pdf)

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

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

Swaps review Q3 2017 FINAL (pdf)

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

development-of-fallbacks-for-libor-and-other-key-ibors (pdf)