Discontinuation of EURIBOR Tenors
Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more Discontinuation of EURIBOR Tenors
Tag: Interest Rate Derivatives
SwapsInfo First Quarter 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo First Quarter 2018 Review
Documents (1) for SwapsInfo First Quarter 2018 Review
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 SONIA reform FAQs and publication of GBP-SONIA-Compound
Documents (2) for SONIA reform FAQs and publication of GBP-SONIA-Compound
SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review
Documents (1) for SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review
Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition
Documents (2) for Information on the TOIS-SARON Transition
Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX
(published December 6, 2017) This Bilateral Amendment Agreement has been published to assist parties... Read more Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX
Free downloads (1) for Bilateral Amendment Agreement for Certain Financial Transactions Referencing Currency Exchange Rates Published on Thomson Reuters Screen Pages TKFE, TKFE2 and TKYFX
SwapsInfo Third Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Third Quarter 2017 Review
Documents (1) for SwapsInfo Third Quarter 2017 Review
Fallbacks for LIBOR and other key IBORs
ISDA held a webinar on August 17 to provide an overview of the work to... Read more Fallbacks for LIBOR and other key IBORs
Documents (1) for Fallbacks for LIBOR and other key IBORs
SwapsInfo Second Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Second Quarter 2017 Review
Documents (1) for SwapsInfo Second Quarter 2017 Review
SwapsInfo First Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo First Quarter 2017 Review