This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview
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Hurricane Sandy Guidance
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more Hurricane Sandy Guidance
Documents (1) for Hurricane Sandy Guidance
Documents (1) for ISDA Tranche Working Group: Roll Convention
Documents (1) for Memorandum on the processing of Unitymedia GmbH transactions
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Greek Sovereign CDS
Credit Event page for the Hellenic Republic (Greece): http://www.isda.org/companies/HellenicRepublicCDS/HellenicRepublicCDS.html Auction results from March 19,... Read more Greek Sovereign CDS
Documents (0) for Greek Sovereign CDS
Greek Sovereign Debt FAQ
The following are responses to frequently-asked questions ISDA has received in connection with the application... Read more Greek Sovereign Debt FAQ
Documents (1) for Greek Sovereign Debt FAQ
The Hellenic Republic – Credit Event
On March 9, 2012 the EMEA Credit Derivatives Determinations Committee resolved that a Restructuring Credit... Read more The Hellenic Republic – Credit Event
Documents (0) for The Hellenic Republic – Credit Event
Greek Sovereign CDS Credit Event Frequently Asked Questions (FAQ)
Frequently Asked Questions document on Greece
Documents (1) for Greek Sovereign CDS Credit Event Frequently Asked Questions (FAQ)
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example
Documents (2) for Linear Interpolation Example
ISDA Statement on CDS process
Press Release