This Benchmark Module enables parties to Protocol Covered Documents to amend the terms of each such Protocol Covered Document to (i) in respect of a Protocol Covered Document which incorporates, or references a rate as defined in, a Covered ISDA Definitions Booklet, include in the terms of such Protocol Covered Document certain terms relating to fallbacks for a Relevant Benchmark included in Version 10.0 of the ISDA 2021 Interest Rate Derivatives Definitions (the “2021 Definitions”) or such equivalent provisions as they relate to that Covered ISDA Definitions Booklet and (ii) in respect of a Protocol Covered Document which otherwise references a Relevant Benchmark, include in the terms of such Protocol Covered Document new fallbacks for that Relevant Benchmark.
Documents (23) for Chile – Collateral
- December 13, 2023 (Collateral Provider Update) will open in a new tab or window
- December 13, 2023 (Collateral Provider Blackline) will open in a new tab or window
- December 13, 2023 (Collateral Taker Update) will open in a new tab or window
- December 13, 2023 (Collateral Taker Blackline) will open in a new tab or window
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Opinion: Bermuda - Collateral
Contact: Harney Westwood & Riegels Send Email
Documents (33) for Bermuda – Collateral
- December 13, 2023 (Collateral Provider - Update) will open in a new tab or window
- December 13, 2023 (Collateral Provider - Blackline) will open in a new tab or window
- December 13, 2023 (Collateral Taker - Update) will open in a new tab or window
- December 13, 2023 (Collateral Taker - Blackline) will open in a new tab or window
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Opinion: Bermuda - Clearing Members Reliance
Contact: Russell Willings Send Email
Documents (12) for Bermuda – Clearing Members Reliance
Best Practice Statement for Linear Interpolation
Best practice for linear interpolation and a worked example. ISDA published an updated Linear Interpolation… Read more Best Practice Statement for Linear Interpolation
Documents (2) for Best Practice Statement for Linear Interpolation
Linear Interpolation Example - 2010
SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is… Read more Linear Interpolation Example – 2010
Documents (2) for Linear Interpolation Example – 2010
International Banker: Common Problems, Mutualized Solutions
“To walk onto a modern trading floor is to witness the extraordinary power of technology… Read more International Banker: Common Problems, Mutualized Solutions
Documents (1) for International Banker: Common Problems, Mutualized Solutions
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an… Read more Linear Interpolation Example