Tag: Trading
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
Documents (2) for Linear Interpolation Example
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
Documents (1) for Interest Rate Swaps Compression: A Progress Report
Standardisation 2010 – Final Credit Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend
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
Standardisation 2010 – Final Equity Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend
LIFFE Disruption – September 30, 2011
Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more LIFFE Disruption – September 30, 2011