SUBJECT |
STATUS |
AVAILABLE
DOCUMENTS |
| Comparison of CDS Clearing Proposals |
ISDA has partnered with Adsatis to collect and assemble a complete picture of the service offerings available for clearing CDS contracts. |
Survey |
| Standards and practices
for handling material non-public information in credit-portfolio
management. |
Final EU principles for Price-Sensitive
Credit Information |
‘Joint
Market Practices Forum’ document - ISDA, IACPM, LIBA, LMA
and TBMA finalize EU standards and practices for handling material
nonpublic information in credit portfolio risk management activities
(Press
Release - May 09, 2005)
|
| Asset-Backed Securities
|
ISDA submits comment letter to the SEC
relating to a registration, disclosure and reporting regime for synthetic
securities |
Comment
Letter to Securities and Exchange Commission (SEC) on ABS (March 08,
2005) |
| Joint Forum Paper on ‘Credit Risk
Transfer’ |
ISDA submits comment on October 2004
regulators’ Joint Forum paper on ‘Credit Risk Transfer’,
welcoming paper’s measured assessment of the benefits of CRT.
(The Joint Forum paper is available at www.bis.org) |
Comment
on Joint Forum Paper on ‘Credit Risk Transfer’ (January
28, 2005) |
ISDA and other associations issue
European Recommendations on Handling of Material Nonpublic Credit
Information
superseded by Final Recommendations
from May 09, 2005 (see above).
|
ISDA has issued jointly with other trade
associations an Exposure Draft addressing these issues in the context
of EU legislation. This follows a similar exercise in the US in 2003
(see below). |
European
Recommendations on Handling of Material Nonpublic Credit Information
(Press
Release - January 12, 2005) |
| Standards and practices for
handling material non-public information in credit-portfolio
management. |
ISDA is working jointly with other
trade associations on a paper addressing these issues in the context
of EU legislation. This follows a similar exercise in the US in
2003 (see right).
|
‘Joint
Market Practices Forum’ document - ISDA, IACPM, LSTA and TBMA
finalize standards and practices for handling material nonpublic
information in credit portfolio risk management activities
(Press
Release – October 07, 2003) |
(Documentation)Working Groups** are
developing templates for:
(i) swaptions
(ii) credit default swaps on asset-backed securities |
** NB: Please register separately for
these Working Groups – membership of the Committee does not
automatically entail membership of the WGs. |
Draft documents are available to
members registered for these Working Groups
For other relevant materials, please
see the Bookstore/Publications section of this web-site, specifically
"ISDA Credit Derivatives Definitions, Supplements & Commentaries".
Notably this includes: the 2003
ISDA Credit Derivatives Definitions, various Master
Confirmations, and (new in 2004) templates relating to Municipal
Reference Entities and First-to-Default
baskets. |
| (Capital treatment) |
|
See the section of www.isda.org
on the activities on Risk
Management. |
| |
|
See also the section of www.isda.org
on the activities on Risk
Management. |
| (Tax – US withholding tax) |
|
See page on this web-site on Tax
Committee |
