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 | 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

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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

Equity | March 28, 2017

Market Disruption Event consensus – 03/20/17 NYSE Arca disruption

Documents (1) for Market Disruption Event consensus – 03/20/17 NYSE Arca disruption

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Inflation | March 8, 2017

ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI

ISDA Market Practice Guidance for Rescaling of the following indices: Indice de Precios de Consumo... Read more

Documents (1) for ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI

ISDA Market Practice Guidance for Rescaling SPIPC and NOCPI 030817(pdf) will open in a new tab or window

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