Interest rate swap Archives | International Swaps and Derivatives Association

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Tag: Interest rate swap

Trading | March 9, 2018

IBOR Alternative Reference Rates Disclosure Annex

Documents (1)

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.

Documents (3)

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

Documents (1)

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