Risk & Capital January 16, 2019 Risk & Capital Joint Trades Response to BCBS Consultation on Leverage Ratio Treatment...
Asset Classes | March 23, 2013 ISDA FIX Characteristics and Contributor Panels–Currency: GBP ISDAFIX as of March 23, 2013 Tags: Interest Rate Derivative Documents (1) isdafix-gbp-25-march-2013 (pdf)
Asset Classes | March 20, 2013 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 Tags: Interest Rate Derivative, North America, Trading Documents (1) credit-dtcc-sdr-data-3-11-13-3pm (pdf)
Asset Classes | March 4, 2013 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) Tags: Interest Rate Derivative, North America, Trading Documents (1) credit-and-rates-sdr-liquidity-data-study-january-2013 (pdf)
Asset Classes | June 28, 2012 ISDAFIX® ISDAFIX is the leading benchmark for annual swap rates for swap transactions worldwide. This screen... Read more ISDAFIX® Tags: Interest Rate Derivative Documents (0)
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels–Currency: HKD ISDAFIX May-June 2012 Tags: Interest Rate Derivative Documents (1) isdafix-hkd-mayjune-2012-final (pdf)
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels—Currency: JPY ISDAFIX May-June 2012 Tags: Interest Rate Derivative Documents (1) isdafix-jpy-may-june-2012-final (pdf)
Asset Classes | June 28, 2012 ISDA FIX Characteristics and Contributor Panels—Currency: CHF ISDAFIX May-June 2012 Tags: Interest Rate Derivative Documents (1) isdafix-chf-mayjune-2012-final (pdf)
Asset Classes | April 16, 2012 Leap Year Conventions 2012 Industry practice with regards to leap year trading from the ISDA Rates Steering Committee Tags: Interest Rate Derivative, Trading Documents (1) leap-year-convensions-2 (pdf)
Asset Classes | March 6, 2012 Linear Interpolation Example Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) Tags: Interest Rate Derivative, Trading Documents (2) linear-interpolation-isda-rev-030612 (xlsx) linear-interpolation-example-jan-2010 (pdf)
Asset Classes | October 6, 2011 Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Interest Rate Derivative, Trading Documents (2) rates-standardisation-matrix-final-june-2010 (pdf) standardization-legend-for-rates-final (pdf)