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

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

ISDA has published the attached market practice note regarding the Effective Date for OTC interest… Read more June 2024 IMM Date Market Practice Note

The latest data on over-the-counter (OTC) derivatives from the Bank for International Settlements (BIS) shows… Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2023

Key pieces of EU financial market regulation have been reviewed, resulting in several key changes…. Read more Episode 36: The EU Regulatory Agenda

In February 2022, ISDA published the 2022 ISDA Securities Financing Transactions Definitions and related documents…. Read more Accounting for Cross-product Netting