Interest Rate Derivatives – Page 19 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Interest Rate | March 25, 2013

LIBOR Discontinuations Guidance

Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more

Documents (2) for LIBOR Discontinuations Guidance

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Credit | March 20, 2013

Credit Liquidity Data (January – March 2013) – DATA UPDATE

Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more

Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE

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Interest Rate | March 4, 2013

Credit and Interest Rate Liquidity Data Study (January 2013)

Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more

Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)

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Interest Rate | April 16, 2012

Leap Year Conventions 2012

Industry practice with regards to leap year trading from the ISDA Rates Steering Committee

Documents (1) for Leap Year Conventions 2012

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Interest Rate | March 6, 2012

Linear Interpolation Example

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more

Documents (2) for Linear Interpolation Example

Interest Rate | October 6, 2011

Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Interest Rate | September 20, 2011

Standardisation Legend 2011- Rates- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Documents (1) for Standardisation Legend 2011- Rates- Final

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Press Releases | May 11, 2011

ISDA Announces Interest Rate Derivatives Trade Repository Selection

NEWS RELEASE For Immediate Release ISDA Announces Interest Rate Derivatives Trade Repository Selection NEW YORK,... Read more

Documents (1) for ISDA Announces Interest Rate Derivatives Trade Repository Selection

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Interest Rate | March 23, 2011

Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

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Interest Rate | March 14, 2011

Request for Proposal: Interest Rate Derivatives Trade Repository

RFP

Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository

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