No-Action Relief Request: Post-price Swaps under Parts 43 and 45

Requests relief for reporting of post-priced equity swaps under Part 43 and 45 until price and size are known, until the earlier of (i) October 10, 2013 or (ii) the date SDs/SDRs can develop the technology to report PPS when a client’s order is accepted by the SD.

Documents (1) for No-Action Relief Request: Post-price Swaps under Parts 43 and 45

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...

Calibration Test – IQ September 2026

Calibrating capital requirements is a highly complex undertaking and getting it wrong can have serious consequences. Too much lenience might lead to banks holding insufficient capital to mitigate their risks. But excess conservatism can put balance sheets under strain, forcing...