ICE Swap Rate and ICI: Difference between pages

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''Reference rates''.
{{lowercase}}''Environmental social and governance (ESG) - investment - private equity.''


ICE Swap Rate, formerly known as ISDAFIX, is a global benchmark for swap rates and spreads for interest rate swaps.  
Abbreviation for Initiative Climat International, a collaboration of private equity market participants, established  to understand and reduce carbon emissions by private equity-backed companies, and to secure sustainable investment performance.


It represents the mid-price for interest rate swaps (the fixed leg), at particular times of the day, in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.


ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.
Often written ''iCI''.


ICE Swap Rate is the first global benchmark to transition from a submission-based rate, using inputs from a panel of banks to a rate based on tradable quotes sourced from regulated electronic trading venues – requiring no subjective or expert judgment.


==See also==
*[[Initiative Climat International]]
*[[Principles for Responsible Banking]]
*[[Principles for Responsible Investment]]
*[[Private equity]]
==External link==
[https://collaborate.unpri.org/group/761/stream Initiative Climat International - Principles for Responsible Investment]


==See also==
[[Category:Identify_and_assess_risks]]
*[[Benchmark]]
[[Category:Manage_risks]]
*[[Close-out]]
[[Category:Risk_frameworks]]
*[[Exercise price]]
[[Category:Risk_reporting]]
*[[Fixed leg]]
*[[Floating rate bond]]
*[[ICE]]
*[[Interest rate swap]]
*[[Mid-price]]
*[[Portfolio]]
*[[Reference rate]]
*[[Spread]]
*[[Swap rate]]
*[[Swaption]]
*[[Tenor]]

Revision as of 15:06, 24 June 2022

Environmental social and governance (ESG) - investment - private equity.

Abbreviation for Initiative Climat International, a collaboration of private equity market participants, established to understand and reduce carbon emissions by private equity-backed companies, and to secure sustainable investment performance.


Often written iCI.


See also


External link

Initiative Climat International - Principles for Responsible Investment

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