This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview
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Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided
Euro market ACT/ACT Day Count Conventions
The linked memo describes and gives examples of three alternative versions of Actual/Actual day count... Read more Euro market ACT/ACT Day Count Conventions
Documents (1) for Euro market ACT/ACT Day Count Conventions
Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository
Credit Derivatives Physical Settlement Matrix
Link to historical Confirmations documents
Documents (1) for Credit Derivatives Physical Settlement Matrix
Credit Derivatives Physical Settlement Matrix
Link to historical Matrix spreadsheets
Documents (30) for Credit Derivatives Physical Settlement Matrix
ACT/ACT (ICMA)
The International Capital Markets Association (ICMA) has verified to ISDA that the Day Count Convention... Read more ACT/ACT (ICMA)
Documents (1) for ACT/ACT (ICMA)
Credit Derivatives Physical Settlement Matrix
2005 Matrix Supplement
Documents (1) for Credit Derivatives Physical Settlement Matrix
Documents (1) for Credit Derivatives Physical Settlement Matrix
Credit Novation Consent Equals Confirmation: Presentation and link to Additional Provisions
Operational Best Practice Materials – PDF Presentation explaining the market practice changes to the Credit... Read more Credit Novation Consent Equals Confirmation: Presentation and link to Additional Provisions
Documents (1) for Credit Novation Consent Equals Confirmation: Presentation and link to Additional Provisions
Monoline Insurer Reference Entities
The purpose of this list is to gather and disseminate information as to the reference... Read more Monoline Insurer Reference Entities