AMI-SeCo 2020-12-03 Item 2.1a Guidance on CA Standard 6
26 nov. 2020 A. Modified Following Business Day Convention - in combination with ... because they are not best practice (e.g. via the use of adjusted ...
b ami seco item . a guidance ca standard business day rule
ISDA Operations Committee -
25 oct. 2008 adjustment in accordance with any Business Day Convention unless ... accordance with the [Modified Following] Business Day Convention' and.
termination date best practice
Y Y Y N * * * * Y N * N * Y
IN NBB-SSS: - ADJUSTED ADMITTED FOR ALL BUSINESS DAY CONVENTIONS. - UNADJUSTED AUTHORIZED WITH FOLLOWING BUSINESS DAY CONVENTION ONLY
business day conventions
Public consultation on the publication by the ECB of compounded
This convention mirrors the modified following business day convention by adjusting non-business days over weekends or holidays to the previous business day
ecb.consultation publication compounded term rates ESTR ~ eaeb .en
ISDA Glossary of Selected Provisions from the 2006 ISDA
25 avr. 2011 above each Payment Date shall be subject to adjustment in accordance with the Modified Following Business Day Convention unless another ...
Rate Glossary English
31 January 2020 (updated on 3 and 6 February 2020) Closed Days
31 janv. 2020 Reset Dates: Modified Following Business Day Convention. The Effective Date and Termination Date will not adjust in accordance with a ...
ISDA guidance February Lunar New Year extension – Interest Rate Derivatives Blackline
Documenting RFR derivatives using different approaches to
22 déc. 2020 Modified Following Business Day Convention as provided in the 2006 ISDA Definitions. 36. Bracketed language is not necessary if Reset Dates are ...
A v . ISDA Memorandum Compounding RFRs under Definitions
SCoRE Corporate Actions Rulebook
16 mars 2021 Business day conventions. S C o R E. ECB-UNRESTRICTED. Business Day Convention. Following. Adjusted. Unadjusted. Modified Following.
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Contract Specifications
Holiday Calendar: TARGET. •. Roll Methodology: Calendar or IMM. •. Business Day Convention: Modified Following. † with adjustments to Period End Dates.
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determined by reference to the numerical calendar day of the Effective Date adjusted by the Modified. Following Business Day Convention;. "Contract".
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- adjusted modified following business day convention