ISDA®
INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.

NEWS RELEASE

For Immediate Release, Wednesday, April 18, 2007

For More Information, Please Contact:

Scott Marra, ISDA Press Office, New York, 212-901-6013, smarra@isda.org

 

 

Derivatives Post-Trade Processing Continues to Improve,

According to ISDA Survey

 

BOSTON, WEDNESDAY, April 18, 2007 – Post-trade processing of privately negotiated derivatives transactions continues to significantly improve, with credit derivatives showing the most progress, according to a survey by the International Swaps and Derivatives Association (ISDA). The preliminary results of the ISDA’s Operations Benchmarking Survey are scheduled to be discussed at ISDA´s Annual General Meeting in Boston, which starts today.

 

ISDA’s survey indicates that, against a backdrop of robust growth in our business, the industry continues to make real progress in strengthening its operational infrastructure and reducing risk,” said Robert Pickel, Executive Director and Chief Executive Officer, ISDA. “ISDA and our members have played an active role in this effort through our documentation, operations and technology activities. We remain committed to leading and supporting further improvement in 2007 and beyond.”

 

Large firms have demonstrated strong progress in reducing levels of outstanding confirmations across the asset classes. Large firms are those dealer institutions that present periodic operational performance statistics to a group of international regulators.

 

In credit derivatives, outstandings fell from 16.2 days worth of business in 2006 to 5.5, with a reduction to 14 from 50 days for rates products. Equity levels have fallen to 21 days from around 50, while commodities stand at 7.5 days versus the prior year figure of 23.3 days.

 

In another key area of credit derivatives post-trade processing -- the amount of time it takes firms to generate and send credit derivatives confirmations to their counterparties upon completing trades -- the survey indicates further improvements are being made. 

 

Among the large firms, over 70 percent of credit derivatives confirmations are sent out by T+1, up from 50 percent a year ago.

 

Although the above results relate to the large firms grouping, we expect the underlying downward trend to be reflected in the results for all firms which will be set out in the survey report to be published in the coming weeks.

 

The results of ISDA’s annual Operations Benchmarking Survey are of particular interest because of increased attention to operational issues from the industry and policy makers. At the strategic level, ISDA played a lead role in working with a group of large firms that have been making commitments to regulators in connection with reducing the level of outstanding confirmations.

 

About ISDA

ISDA, which represents participants in the privately negotiated derivatives industry, is among the world’s largest global financial trade associations as measured by number of member firms. ISDA was chartered in 1985, and today has approximately 780 member institutions from 54 countries on six continents. These members include most of the world's major institutions that deal in privately negotiated derivatives, as well as many of the businesses, governmental entities and other end users that rely on over-the-counter derivatives to manage efficiently the financial market risks inherent in their core economic activities. Information about ISDA and its activities is available on the Association's web site: www.isda.org.

 

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