Asset Classes – Page 6 – International Swaps and Derivatives Association

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Asset Classes Overview

This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview

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Equity | April 23, 2019

ISDA Guidance for 2019 Japanese Golden Week

ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions

Documents (3) for ISDA Guidance for 2019 Japanese Golden Week

Inflation | March 21, 2019

ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index

ISDA Market Practice Guidance for rebasing of the German Consumer Price Index

Documents (1) for ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index

Rebasing-Market-Guidance - German CPI - Final(pdf) will open in a new tab or window

Credit | March 6, 2019

Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events

This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more

Documents (1) for Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events

20190320 NTCE consultation doc complete(pdf) will open in a new tab or window

Inflation | March 1, 2019

ISDA Guidance Regarding Recent Developments Relating to HICP

ISDA guidance regarding recent developments relating to HICP

Documents (1) for ISDA Guidance Regarding Recent Developments Relating to HICP

ISDA Guidance HICPxT Final(pdf) will open in a new tab or window

Inflation | February 27, 2019

Second ISDA Notice Regarding Recent Developments Relating to HICP

Second ISDA notice regarding recent developments relating to HICP.

Documents (1) for Second ISDA Notice Regarding Recent Developments Relating to HICP

ISDA Notice - HICP - 27 Feb(pdf) will open in a new tab or window

Inflation | February 26, 2019

Notice Regarding Recent Developments Relating to HICP

ISDA notice regarding recent developments relating to HICP

Documents (1) for Notice Regarding Recent Developments Relating to HICP

ISDA Notice HICP(pdf) will open in a new tab or window

Interest Rate | December 20, 2018

EUR ICE Swap Rate – December 24 and December 31, 2018

ISDA notification to members regarding potential non-publication of EUR ICE swap rates on December 24... Read more

Documents (1) for EUR ICE Swap Rate – December 24 and December 31, 2018

EUR ICE Swap Rate notification(pdf) will open in a new tab or window

Interest Rate | December 3, 2018

George H.W. Bush National Day of Mourning

The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more

Documents (1) for George H.W. Bush National Day of Mourning

George-H-W-Bush--national-day-of-mourning-on-December-5-2018-ISDA-guidance2(pdf) will open in a new tab or window

Interest Rate | November 26, 2018

Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

Following on from last year’s ISDA survey on changing the market convention for the cash... Read more

Documents (0) for Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

Credit | November 26, 2018

CSC Statement on German Bank CDS

This note has been prepared by ISDA’s Credit Steering Committee (CSC) to explain the CSC’s... Read more

Documents (1) for CSC Statement on German Bank CDS

20181122-CSC-Memorandum-on-German-bank-CDS(pdf) will open in a new tab or window

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