Equity October 29, 2012 Hurricane Sandy Guidance The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more Hurricane Sandy Guidance Tags: Equity Derivatives, Trading Documents (1) for Hurricane Sandy Guidance hurricane-sandy-guidance-oct-29-2012(pdf) will open in a new tab or window
Credit September 19, 2012 ISDA Tranche Working Group: Roll Convention Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for ISDA Tranche Working Group: Roll Convention isda-tranche-working-group-sep-19-2012(pdf) will open in a new tab or window
Credit June 28, 2012 Memorandum on the processing of Unitymedia GmbH transactions Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Memorandum on the processing of Unitymedia GmbH transactions CSC Memorandum on the processing of Unitymedia GmbH(pdf) will open in a new tab or window
Surveys May 1, 2012 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 Tags: Operations, Trading Documents (1) for 2012 ISDA Operations Benchmarking Survey isda-obs-survey-2012-updated-aug-2012(pdf) will open in a new tab or window
Interest Rate April 16, 2012 Leap Year Conventions 2012 Industry practice with regards to leap year trading from the ISDA Rates Steering Committee Tags: Interest Rate Derivatives, Trading Documents (1) for Leap Year Conventions 2012 leap-year-convensions-2(pdf) will open in a new tab or window
Interest Rate March 6, 2012 Linear Interpolation Example Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example Tags: Interest Rate Derivatives, Trading Documents (2) for Linear Interpolation Example linear-interpolation-isda-rev-030612(xlsx) will open in a new tab or window linear-interpolation-example-jan-2010(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
Interest Rate October 6, 2011 Standardisation 2010 – Final Credit Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend credit-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-credit-final(pdf) will open in a new tab or window
Interest Rate October 6, 2011 Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Interest Rate Derivatives, Trading Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend rates-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-for-rates-final(pdf) will open in a new tab or window
Equity October 6, 2011 Standardisation 2010 – Final Equity Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Equity Derivatives, Trading Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend equity-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-equity-final(pdf) will open in a new tab or window