LIBOR Discontinuations Guidance
Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more LIBOR Discontinuations Guidance
Tag: Trading
Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more Credit Liquidity Data (January - March 2013) - DATA UPDATE
Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit and Interest Rate Liquidity Data Study (January 2013)
Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more Credit and Interest Rate Liquidity Data Study (January 2013)
Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)
Standardized Credit Products
Frequently Asked Questions (FAQ) on operational standards
Documents (1) for Standardized Credit Products
Hurricane Sandy Guidance
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more Hurricane Sandy Guidance
Documents (1) for Hurricane Sandy Guidance
Documents (1) for ISDA Tranche Working Group: Roll Convention
Documents (1) for Memorandum on the processing of Unitymedia GmbH transactions
2012 ISDA Operations Benchmarking Survey
The ISDA Operations Benchmarking Survey identifies and tracks operations processing trends in privately-negotiated, over-the-counter (OTC)... Read more 2012 ISDA Operations Benchmarking Survey
Documents (1) for 2012 ISDA Operations Benchmarking Survey
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example