ISDA®                

INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

NEWS RELEASE

 

For Immediate Release Tuesday, November 27, 2001

For More Information, Please Contact:

Stacy Carey, ISDA New York, (212) 332-1200; Fax (212) 332-1212; scarey@isda.org

 

ISDA COMMENTS ON U.S. TAX NOTICE CONCERNING CONTINGENT NON-PERIODIC SWAPS PAYMENTS

 

NEW YORK, Tuesday, November 27, 2001 – On November 20, 2001, the International Swaps and Derivatives Association (ISDA) commented on the Internal Revenue Service (IRS) proposal (Notice 2001-44, I.R.B. 2001-30, July 3, 2001) concerning four alternative methods of accounting governing the timing of income inclusions and deductions as they apply to notional principal contracts that provide for contingent non-periodic payments. The full text of the comment letter is available on ISDA’s web site: www.isda.org.

 

ISDA takes the position that current practice is preferable to the four specific alternative methods described in Notice 2001-44.  Current regulations governing the methods of accounting to be used in computing taxable income do not provide specific guidance with respect to the timing or character of contingent non-periodic payments under such contracts. In practice, income inclusions and deductions attributable to contingent non-periodic payments under swaps contracts generally are deferred by taxpayers until the contingency has been resolved and the payment amount has been fixed, but periodic payments under such contracts typically are deducted (and included) currently by taxpayers in accordance with the provisions of existing regulations.  ISDA suggests that existing regulations or additional guidance would be sufficient to address specific concerns under current practice. 

 

Should the IRS elect to mandate use of one of these alternative methods by all taxpayers instead of retaining current practice, ISDA recommends the so-called “full allocation” alternative as the other methods described in Notice 2001-44 are sufficiently deficient on tax policy grounds that their use should not be mandated by the IRS.

 

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