Essays about: "ISDA"

Found 2 essays containing the word ISDA.

1. 1. Credit Default Swaps -new regulations and conversion problematics

   University essay from Göteborgs universitet/Graduate School

   Author : Jerry Törnqvist; [2010-06-16]
   Keywords : ;

   Abstract : During the financial crisis, focus on Credit Default Swaps has increased and their contribution to the crisis has been widely discussed. As a result regulators introduced the big bang protocol during 2009 to regulate the CDS market. A major change is that of fixed spreads, which means conversions of running spreads needs to be made. READ MORE

3. 2. Drivers of Swedish Swap Spreads

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Edward; Erik Willers; [2007]
   Keywords : Interest rate swap; Swap Spread; Sweden;

   Abstract : According to a survey carried out by Bank of international settlements (BIS) and published by the Swedish Riksbank, the average turnover in Swedish interest rate swaps totaled almost SEK 20 billion per day in 2004. The International Swaps and derivatives association (ISDA) reported that the notional outstanding amount of privately negotiated (over the counter) derivatives at the end of 2004 was over $164 trillion around the world compared to the $31 trillion aggregated principal of all the worlds’ bond markets taken together. READ MORE