Interest rate swap – International Swaps and Derivatives Association

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Tag: Interest rate swap

Trading | October 9, 2020

IBOR Alternative Reference Rates Disclosure Annex

Documents (2) for IBOR Alternative Reference Rates Disclosure Annex

IBOR-Alternative-Reference-Rates-Disclosure-October-2020(pdf) will open in a new tab or window
IBOR Alternative Reference Rates Disclosure (March 2018)(pdf) will open in a new tab or window

Research Notes | July 8, 2020

Interest Rate Swaps: Cleared and Customized

As policymakers in emerging and frontier markets consider the regulatory framework for financial markets in... Read more

Documents (1) for Interest Rate Swaps: Cleared and Customized

IRS Cleared and Customized(pdf) will open in a new tab or window

Trading | March 1, 2018

Interest Rate Derivatives Disclosure Annex

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

Documents (3) for Interest Rate Derivatives Disclosure Annex

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) for Interest Rate Swaps Compression: A Progress Report

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