Interest Rate Derivatives – Page 14 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Press Releases | July 28, 2020

ISDA Launches Risk-free Rate Adoption Indicator

ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more

Documents (1) for ISDA Launches Risk-free Rate Adoption Indicator

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SwapsInfo | July 27, 2020

SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

Research Notes | July 21, 2020

Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

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FX | July 8, 2020

ISDA Guidance: Japan Summer 2020 Holiday Changes

ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more

Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes

Research Notes | June 22, 2020

IRD Block Trading Activity in the First Quarter of 2020

Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more

Documents (1) for IRD Block Trading Activity in the First Quarter of 2020

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Webcasts & videos | June 16, 2020

Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

Why is there a need for the 2020 ISDA Interest Rate Derivatives Definitions, a root... Read more

Documents (0) for Video Interview: 2020 ISDA Interest Rate Derivatives Definitions

SwapsInfo | April 28, 2020

SwapsInfo First Quarter of 2020 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo First Quarter of 2020 Review

Research Notes | April 22, 2020

Interest Rate Benchmarks Review: First Quarter of 2020

In the first quarter of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2020

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Interest Rate | March 30, 2020

Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more

Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Memoranda | February 11, 2020

Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives

ISDA has published the fifth in a series of legal guidelines for smart derivatives contracts,... Read more

Documents (1) for Legal Guidelines for Smart Derivatives Contracts: Interest Rate Derivatives

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