Data & Reporting October 17, 2024 Infrastructure Central Database of Reporting Entity Contact Details for EU and...
Surveys | May 1, 2012 2012 ISDA Operations Benchmarking Survey The ISDA Operations Benchmarking Survey identifies and tracks operations processing trends in privately-negotiated, over-the-counter (OTC)... Read more 2012 ISDA Operations Benchmarking Survey Tags: Operations, Trading Documents (1) for 2012 ISDA Operations Benchmarking Survey isda-obs-survey-2012-updated-aug-2012(pdf) will open in a new tab or window
Interest Rate | April 16, 2012 Leap Year Conventions 2012 Industry practice with regards to leap year trading from the ISDA Rates Steering Committee Tags: Interest Rate Derivatives, Trading Documents (1) for Leap Year Conventions 2012 leap-year-convensions-2(pdf) will open in a new tab or window
Interest Rate | March 6, 2012 Linear Interpolation Example Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example Tags: Interest Rate Derivatives, Trading Documents (2) for Linear Interpolation Example linear-interpolation-isda-rev-030612(xlsx) will open in a new tab or window linear-interpolation-example-jan-2010(pdf) will open in a new tab or window
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 Interest Rate Swaps Compression: A Progress Report Tags: Interest rate swap, Trading Documents (1) for Interest Rate Swaps Compression: A Progress Report irs-compression-progress-report-feb-2012(pdf) will open in a new tab or window
Equity | October 6, 2011 Standardisation 2010 – Final Equity Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Equity Derivatives, Trading Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend equity-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-equity-final(pdf) will open in a new tab or window
Interest Rate | October 6, 2011 Standardisation 2010 – Final Credit Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend credit-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-credit-final(pdf) will open in a new tab or window
Interest Rate | October 6, 2011 Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend 2010 Standardisation Matrix / corresponding legend Tags: Interest Rate Derivatives, Trading Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend rates-standardisation-matrix-final-june-2010(pdf) will open in a new tab or window standardization-legend-for-rates-final(pdf) will open in a new tab or window
Equity | October 4, 2011 LIFFE Disruption – September 30, 2011 Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more LIFFE Disruption – September 30, 2011 Tags: Equity Derivatives, Trading Documents (1) for LIFFE Disruption – September 30, 2011 liffe-sept-2011(pdf) will open in a new tab or window
Credit | September 20, 2011 Cross Asset Standardisation Matrix – 2011 templates 2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives Tags: Credit Default Swaps (CDS), Credit Derivatives, Global, Trading Documents (1) for Cross Asset Standardisation Matrix – 2011 templates cross-asset-standardisation-matrix-2011-templates(xls) will open in a new tab or window
Credit | September 20, 2011 Standardisation Legend 2011- Credit- Final 2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Standardisation Legend 2011- Credit- Final standardization-legend-2011-credit-final(doc) will open in a new tab or window