Asset Classes – Page 7 – 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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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

Asset Classes | November 7, 2018

Asset Classes Overview

This section of the ISDA website is a hub for links to key information and... Read more

Documents (0) for Asset Classes Overview

Interest Rate | June 6, 2018

Discontinuation of EURIBOR Tenors

Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more

Documents (0) for Discontinuation of EURIBOR Tenors

Interest Rate | April 23, 2018

SONIA reform FAQs and publication of GBP-SONIA-Compound

Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the... Read more

Documents (2) for SONIA reform FAQs and publication of GBP-SONIA-Compound

Interest Rate | December 21, 2017

Information on the TOIS-SARON Transition

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more

Documents (2) for Information on the TOIS-SARON Transition

Commodity | November 8, 2017

Commodity Derivatives Overview

This section of the ISDA website is a hub for links to key information and... Read more

Documents (0) for Commodity Derivatives Overview

Credit | May 2, 2017

Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

restructuring-credit-event-spin-off-best-practice-04212017(pdf) will open in a new tab or window

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