ISDA®               

INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

NEWS RELEASE

 

For Immediate Release: Wednesday, May 2, 2001

 

For More Information, Please Contact:

Ruth Ainslie, ISDA, (212) 332-1200; Fax (212) 332-1212; rainslie@isda.org

 

ISDA COMMENTS ON PROPOSED ACCOUNTING CHANGES

AND IRS HEDGING REGULATIONS

 

NEW YORK, Wednesday, May 2, 2001 – The International Swaps and Derivatives Association has submitted separate comment letters addressing proposed U.S. tax regulations and U.S. accounting standards, each with potential impact on swap transactions.  Both comment letters are available on ISDA’s web site: www.isda.org.

 

FASB Liabilities vs. Equities Exposure Drafts - On April 30, ISDA submitted a comment letter regarding the Financial Accounting Standards Board’s (FASB) Proposed Statement of Financial Accounting Standards, Accounting for Financial Instruments with Characteristics of Liabilities, Equity or Both and the Proposed Amendment to FASB Concept Statement No. 6 to Revise the Definition of Liabilities (collectively the “Exposure Drafts”). ISDA takes the position that current definitions of liabilities and of equity as “residual interest” are adequate and suggests that the Board reconsider the proposed changes. Because the Exposure Drafts will change the accounting and reporting for common items such as minority interest and convertible debt and because certain derivatives, including those commonly used to hedge share repurchases, would be reported as liabilities rather than equity, ISDA proposes that the current accounting model for these instruments be retained. ISDA is unaware of problems with the existing FASB guidance, including recently added guidance, and accordingly concludes that the proposed changes are not warranted.

 

U.S. Tax Hedging Regulations - On April 24, 2001, ISDA responded to proposed regulations concerning hedging regulations issued by the Internal Revenue Service on January 17, 2001. ISDA expressed concern that the Proposed Regulations do not properly implement Congressional intent with respect to the risk management standard in order to qualify for hedging treatment. In ISDA’s view, hedges that alter risks inherent in the taxpayer’s core economic activities generally should be treated as hedges for tax purposes. Accordingly, ISDA suggests that the final regulations should cover transactions undertaken to manage a broad range of risks, including weather derivatives, energy supply derivatives and hedges of profitability. The IRS will hold a public hearing on the issue on May 16, 2001. ISDA has separately filed a request to testify at the public hearing. 

 

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