Interest rate swap Archives | International Swaps and Derivatives Association

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Interest rate swap

Legal | New York | Wednesday, May 9, 2018

Derivatives Products Overview

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Trading | March 9, 2018

IBOR Alternative Reference Rates Disclosure Annex

Documents (1)

IBOR Alternative Reference Rates Disclosure (March 2018) (pdf)

Trading | March 1, 2018

Interest Rate Derivatives Disclosure Annex

ISDA Interest Rate Derivatives Disclosure Annex, last updated March 2018.

Documents (3)

ISDA-interest-rate-derivatives-disclosure-annex-November-2012 (pdf)
ISDA-interest-rate-derivatives-disclosure-annex-April-2013 (pdf)
ISDA-interest-rate-derivatives-disclosure-annex-March-2018 (pdf)

Studies | February 23, 2012

Interest Rate Swaps Compression: A Progress Report

This paper describes a risk reduction practice, portfolio compression (compression), which is conducted in the... Read more

Documents (1)

irs-compression-progress-report-feb-2012 (pdf)