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ISDA customer management system will be down for maintenance 1/19 - 1/20.

Some functions like protocols, purchasing, and event registrations will not be available at this time. We apologize for the inconvenience.

ISDA fosters safe and efficient derivatives markets to facilitate effective risk management for all users of derivative products.

ISDA customer management system will be down for maintenance 1/19 - 1/20.

Some functions like protocols, purchasing, and event registrations will not be available at this time. We apologize for the inconvenience.

ISDA fosters safe and efficient derivatives markets to facilitate effective risk management for all users of derivative products.

Interest rate swap

Legal | New York | Wednesday, May 9, 2018

Derivatives Products Overview

View Event Derivatives Products Overview

Tags: Commodity Derivative, Equity Derivatives, FX Derivative, Interest Rate Derivative, Interest rate swap

Event Details forDerivatives Products Overview
Trading | March 9, 2018

IBOR Alternative Reference Rates Disclosure Annex

Tags: Benchmark Fallbacks, Benchmarks, CFTC Disclosure Documents, Disclosure, Dodd-Frank, Interest Rate, Interest rate swap, Regulatory

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.

Tags: CFTC Disclosure Documents, Disclosure, Dodd-Frank, Interest Rate, Interest rate swap, Regulatory

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 Interest Rate Swaps Compression: A Progress Report

Tags: Interest rate swap, Trading

Documents (1)

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