Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,... Read more Rates SDR Liquidity Data (January - March 2013) – DATA UPDATE
Tag: Interest Rate Derivatives
LIBOR Discontinuations Guidance
Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more LIBOR Discontinuations Guidance
Documents (2) for LIBOR Discontinuations Guidance
Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more Credit Liquidity Data (January - March 2013) - DATA UPDATE
Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit and Interest Rate Liquidity Data Study (January 2013)
Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more Credit and Interest Rate Liquidity Data Study (January 2013)
Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example
Documents (2) for Linear Interpolation Example
Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
Standardisation Legend 2011- Rates- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives
Documents (1) for Standardisation Legend 2011- Rates- Final
ISDA Announces Interest Rate Derivatives Trade Repository Selection
NEWS RELEASE For Immediate Release ISDA Announces Interest Rate Derivatives Trade Repository Selection NEW YORK,... Read more ISDA Announces Interest Rate Derivatives Trade Repository Selection