Press Releases Aug 26, 2025 ISDA, SIFMA and FIA Comment on Enhanced Supplementary Leverage Ratio Reforms
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
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 LIFFE Disruption – September 30, 2011 Tags: Equity Derivatives, Trading Documents (1) for LIFFE Disruption – September 30, 2011 liffe-sept-2011(pdf) will open in a new tab or window
Credit September 20, 2011 Cross Asset Standardisation Matrix – 2011 templates 2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives Tags: Credit Default Swaps (CDS), Credit Derivatives, Global, Trading Documents (1) for Cross Asset Standardisation Matrix – 2011 templates cross-asset-standardisation-matrix-2011-templates(xls) will open in a new tab or window
Credit September 20, 2011 Standardisation Legend 2011- Credit- Final 2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Standardisation Legend 2011- Credit- Final standardization-legend-2011-credit-final(doc) will open in a new tab or window
Interest Rate September 20, 2011 Standardisation Legend 2011- Rates- Final 2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives Tags: Interest Rate Derivatives, Trading Documents (1) for Standardisation Legend 2011- Rates- Final standardization-legend-2011-rates-final(doc) will open in a new tab or window