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

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

Tag: Interest rate swap

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) for IBOR Alternative Reference Rates Disclosure Annex

  • IBOR Alternative Reference Rates Disclosure (March 2018)(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.

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

Documents (3) for Interest Rate Derivatives Disclosure Annex

  • ISDA-interest-rate-derivatives-disclosure-annex-November-2012(pdf) will open in a new tab or window
  • ISDA-interest-rate-derivatives-disclosure-annex-April-2013(pdf) will open in a new tab or window
  • ISDA-interest-rate-derivatives-disclosure-annex-March-2018(pdf) will open in a new tab or window
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) for Interest Rate Swaps Compression: A Progress Report

  • irs-compression-progress-report-feb-2012(pdf) will open in a new tab or window
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