Trading – Page 12 – International Swaps and Derivatives Association

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Tag: Trading

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

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

Documents (2) for Linear Interpolation Example

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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Equity | October 6, 2011

Standardisation 2010 – Final Equity Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

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

Interest Rate | October 6, 2011

Standardisation 2010 – Final Credit Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

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

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

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

Documents (1) for LIFFE Disruption – September 30, 2011

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Credit | September 20, 2011

Cross Asset Standardisation Matrix – 2011 templates

2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives

Documents (1) for Cross Asset Standardisation Matrix – 2011 templates

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Credit | September 20, 2011

Standardisation Legend 2011- Credit- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives

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

standardization-legend-2011-credit-final(doc) will open in a new tab or window

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

standardization-legend-2011-rates-final(doc) will open in a new tab or window