OTC Derivatives Products Taxonomies: Rules of Operation

An overview of the cross-asset OTC taxonomies developed to facilitate multi-jurisdictional regulatory reporting. The most current version of ISDA’s Taxonomies for each asset class are available on ISDA’s Data & Reporting website.

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Documents (1) for OTC Derivatives Products Taxonomies: Rules of Operation

Transition to Mandatory Central Clearing

US Treasury securities sit at the heart of global financial markets and serve as one of the primary forms of high-quality collateral across derivatives and securities financing markets. The transition to mandatory central clearing of US Treasuries therefore has implications...

ISDA Publishes Updated ISDA SIMM Governance

ISDA has published an updated version of the ISDA SIMM® Governance Framework, which sets out the principles under which the ISDA Standard Initial Margin Model® operates and the process through which it will be reviewed and amended on a consistent...

ISDA Response to PRA IMA Consultation

On September 18, ISDA, the Association for Financial Markets in Europe, the Institute of International Finance and UK Finance submitted a joint response to the UK Prudential Regulation Authority consultation on adjustments to the internal model approach (IMA) for the...