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
Tag: Interest Rate Derivative
ISDA Guidance: UK Early May 2020 Bank Holiday Change
ISDA guidance for parties to over-the-counter derivative transactions affected by the announcement on 7 June... Read more ISDA Guidance: UK Early May 2020 Bank Holiday Change
Documents (3) for ISDA Guidance: UK Early May 2020 Bank Holiday Change
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
Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2020
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
Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
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
Documents (1) for Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives
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
Documents (1) for ICE Swap Rate – December 24 and December 31, 2019
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
Documents (2) for SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review
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 Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019