CFTC response to ISDA’s proposed STP plan
On December 21, 2015, the CFTC responded in agreement with ISDA’s proposal to permit derivatives... Read more CFTC response to ISDA’s proposed STP plan
Tag: Interest Rate Derivatives
SwapsInfo Third Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives (IRD) and credit default... Read more SwapsInfo Third Quarter 2015 Review
Documents (1) for SwapsInfo Third Quarter 2015 Review
SwapsInfo Second Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives (IRD) and credit default... Read more SwapsInfo Second Quarter 2015 Review
Documents (1) for SwapsInfo Second Quarter 2015 Review
ISDA’s STP plan
On 27th July 2015 ISDA, on behalf of its members, submitted a plan to the... Read more ISDA’s STP plan
Documents (1) for ISDA’s STP plan
SwapsInfo First Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo First Quarter 2015 Review
Documents (1) for SwapsInfo First Quarter 2015 Review
Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for... Read more Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Market Practice Guidance for German CPI Rescaling
Guidance for parties to over-the-counter inflation derivative transactions that are affected by the rebasing of... Read more Market Practice Guidance for German CPI Rescaling
Documents (1) for Market Practice Guidance for German CPI Rescaling
Market Agreed Coupon (MAC) confirmation form
Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for... Read more Market Agreed Coupon (MAC) confirmation form
Documents (1) for Market Agreed Coupon (MAC) confirmation form
Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,... Read more Rates SDR Liquidity Data (January - March 2013) – DATA UPDATE
Documents (1) for Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
LIBOR Discontinuations Guidance
Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more LIBOR Discontinuations Guidance