Trading – Page 11 – International Swaps and Derivatives Association

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Tag: Trading

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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Equity | October 6, 2011

Standardisation 2010 – Final Equity Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend

Interest Rate | October 6, 2011

Standardisation 2010 – Final Credit Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend

Interest Rate | October 6, 2011

Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Equity | October 4, 2011

LIFFE Disruption – September 30, 2011

Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more

Documents (1) for LIFFE Disruption – September 30, 2011

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Credit | September 20, 2011

Cross Asset Standardisation Matrix – 2011 templates

2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives

Documents (1) for Cross Asset Standardisation Matrix – 2011 templates

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Credit | September 20, 2011

Standardisation Legend 2011- Credit- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives

Documents (1) for Standardisation Legend 2011- Credit- Final

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Interest Rate | September 20, 2011

Standardisation Legend 2011- Rates- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Documents (1) for Standardisation Legend 2011- Rates- Final

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Equity | September 20, 2011

Standardisation Legend 2011- Equity- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Equity Derivatives

Documents (1) for Standardisation Legend 2011- Equity- Final

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Equity | September 15, 2011

Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions

Market Practice statement with regard to the valuation of dividend amounts on trades referencing certain... Read more

Documents (1) for Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions

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