From the final farewell of LIBOR to release of the long-awaited US capital proposals, several… Read more Episode 37: Goodbye 2023

ISDA has launched a review of the structure and governance of the Credit Derivatives Determinations… Read more ISDA Launches Independent Review of DC Process

One of the hallmarks of the digital age is the replacement of clunky manual processes… Read more Digital Transformation – IQ December 2023

Best practice for linear interpolation and a worked example. ISDA published an updated Linear Interpolation… Read more Best Practice Statement for Linear Interpolation

SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is… Read more Linear Interpolation Example – 2010

“To walk onto a modern trading floor is to witness the extraordinary power of technology… Read more International Banker: Common Problems, Mutualized Solutions

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an… Read more Linear Interpolation Example

ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity… Read more ISDA Guidance Note – Linear Interpolation

Trading Book Capital: Basel III Implementation December 12, 2023 Introduction and Welcoming Remarks Scott O’Malia,… Read more Trading Book Capital: Scott O’Malia Welcoming Remarks

The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in… Read more ISDA-Clarus RFR Adoption Indicator: November 2023