SwapsInfo Fourth Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo Fourth Quarter 2015 Review
Tag: Interest Rate Derivatives
Information on ICE Swap Rate
Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note Guidance to assist market participants who have... Read more Information on ICE Swap Rate
Documents (1) for Information on ICE Swap Rate
CFTC response to ISDA’s proposed STP plan
On December 21, 2015, the CFTC responded in agreement with ISDA’s proposal to permit derivatives... Read more CFTC response to ISDA’s proposed STP plan
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SwapsInfo Third Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives (IRD) and credit default... Read more SwapsInfo Third Quarter 2015 Review
Documents (1) for SwapsInfo Third Quarter 2015 Review
SwapsInfo Second Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives (IRD) and credit default... Read more SwapsInfo Second Quarter 2015 Review
Documents (1) for SwapsInfo Second Quarter 2015 Review
ISDA’s STP plan
On 27th July 2015 ISDA, on behalf of its members, submitted a plan to the... Read more ISDA’s STP plan
Documents (1) for ISDA’s STP plan
SwapsInfo First Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo First Quarter 2015 Review
Documents (1) for SwapsInfo First Quarter 2015 Review
Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for... Read more Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Market Practice Guidance for German CPI Rescaling
Guidance for parties to over-the-counter inflation derivative transactions that are affected by the rebasing of... Read more Market Practice Guidance for German CPI Rescaling
Documents (1) for Market Practice Guidance for German CPI Rescaling
Market Agreed Coupon (MAC) confirmation form
Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for... Read more Market Agreed Coupon (MAC) confirmation form