Interest rate swap – International Swaps and Derivatives Association

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Tag: Interest rate swap

Research Notes | July 8, 2020

Interest Rate Swaps: Cleared and Customized

As policymakers in emerging and frontier markets consider the regulatory framework for financial markets in... Read more

Documents (1) for Interest Rate Swaps: Cleared and Customized

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Studies | February 23, 2012

Interest Rate Swaps Compression: A Progress Report

This paper describes a risk reduction practice, portfolio compression (compression), which is conducted in the... Read more

Documents (1) for Interest Rate Swaps Compression: A Progress Report

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Interest Rate | July 9, 2009

EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions. Please... Read more

Documents (1) for EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

SwapsCDsMP4(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates. Please note... Read more

Documents (1) for EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

SwapsCDsMP2(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that... Read more

Documents (1) for EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

SwapsCDsMP1Rev(pdf) will open in a new tab or window