SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review
The ISDA SwapsInfo Review provides analysis of interest rate derivatives (IRD) and credit derivatives trading... Read more SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review
Tag: Interest Rate Derivatives
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 EUR ICE Swap Rate – December 24 and December 31, 2018
Documents (1) for EUR ICE Swap Rate – December 24 and December 31, 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 George H.W. Bush National Day of Mourning
Documents (1) for George H.W. Bush National Day of Mourning
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 Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
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Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018
As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018
Documents (1) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018
SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review
Documents (1) for SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review
SwapsInfo Second Quarter 2018 and First Half 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Second Quarter 2018 and First Half 2018 Review
Documents (1) for SwapsInfo Second Quarter 2018 and First Half 2018 Review
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
Documents (0) for Discontinuation of EURIBOR Tenors
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