ISDA produces its Market Analysis to correspond with the release of the Bank for International Settlement’s (BIS) semi-annual statistical release. The BIS’s most recent release covered the period ending December 31, 2011.
Our reporting aims to integrate market data to show the impact of clearing, netting, compression and collateral on notional amounts and risk exposures in the over-the-counter (OTC) derivatives markets. Counterparty credit losses from the Office of the Comptroller of the Currency (OCC) report are also presented.
The Market Analysis draws on information sources including LCH.Clearnet’s SwapClear, TriOptima, the DTCC Trade Information Warehouse, Markit, ICE, CME and ISDA Research. Links to data sources are at the end of this paper. ISDA welcomes suggestions from readers regarding additional improvements to the Market Analysis.
Documents (1) for OTC Derivatives Market Analysis, Year-end 2011
Latest
ISDA AGM Studio: Darcy Bradbury & Tyler Wellensiek
Darcy Bradbury, ISDA board member and managing director at D. E. Shaw, and Tyler Wellensiek, managing director and global head of market structure at BlackRock, speaks with Chris Young, ISDA’s head of US public policy, about how the post‑crisis regulatory...
Response to ESMA Guarantees
On April 30, ISDA responded to the European Securities and Markets Authority (ESMA) consultation paper on guarantees as central counterparty (CCP) collateral and certain aspects of CCP investment policy. ISDA broadly supports ESMA’s proposed draft regulatory technical standards (RTS) to...
ISDA AGM Studio: Jenny Cosco and Jason Granet
Jenny Cosco, global head of government relations and regulatory strategy at LSEG, and Jason Granet, chief investment officer at BNY, speak with Tara Kruse, ISDA’s global head of derivative products and infrastructure, about how firms can manage liquidity pressures during...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.