ISDA Publishes the ISDA 2013 Discontinued Rates Maturities Protocol

ISDA Publishes the ISDA 2013 Discontinued Rates Maturities Protocol

The ISDA 2013 Discontinued Rates Maturities Protocol enables parties to amend the terms of Protocol Covered Transactions to address future rate discontinuations by providing a method for determining the rate where the provider thereof is no longer publishing maturities for a Floating Rate Option specified for a Protocol Covered Transaction, but that provider is publishing maturities which are longer and shorter than the discontinued maturity for that Floating Rate Option.

The protocol can be accessed on the ISDA Protocol Management Page

Moving Regulatory Reporting up a Gear with AI

The aim of derivatives regulatory reporting is to improve transparency so regulators can monitor market activity and identify emerging risks. Although reporting rules and subsequent updates have resulted in improvements, they haven’t achieved fully consistent outcomes, leading to implementation and...

ISDA Publishes FpML Version 5.14

ISDA has published a new version of its Financial products Markup Language (FpML), a widely used open-source standard for the electronic dealing and processing of derivatives transactions. The latest iteration – version 5.14 – incorporates several key modifications and updates...