Digital Asset Derivatives Overview

This section of the ISDA website is a hub for links to key information and ISDA’s work regarding Digital Asset Derivatives – including documentation, market structure, public policy, research, market practices, guidance notes and educational materials.

ISDA’s Digital Asset Derivatives working groups:
ISDA conducts work on Digital Asset Derivatives issues though a variety of working groups; however, there are two specific working groups focused on this asset class:

To request to join an ISDA working group: (1) Create an account on the ISDA website; and (2) After you create an account, log in and go to the Committees section to view your ISDA Committee Dashboard. You can request to join and leave working groups and distribution lists.

Links to key Digital Asset Derivatives infrastructures/documentation:

News on current Digital Asset Derivatives initiatives:

  • Settlement Price Source Matrix: ISDA has published an updated version (v1.02) of the ISDA Digital Asset Derivative Definitions Settlement Price Source Matrix (“SPS Matrix”). Versions 1.01 and 1.02 are available in MyLibrary. More information at the following webpage (“ISDA Publishes SPS Matrix Version 1.02”) and by joining the ISDA Digital Assets Market Infrastructure Group.
  • Settlement Price Source Naming Convention: ISDA published a document setting out the naming convention for how the Settlement Price Sources (“SPSs”), as defined in the ISDA Digital Asset Definitions Settlement Price Matrix (“the SPS Matrix”), should be named to increase consistency and understandability. More information at the following webpage (SPS Matrix-SPS Naming Convention) and by joining the ISDA Digital Assets Market Infrastructure Group.
  • Report on the Impact of Distributed Ledger Technology (DLT) in Capital Markets: ISDA joined with other trade associations in a joint report outlining major developments and current issues in digital financial technology. The report is a comprehensive overview of the current state of technology, laws and regulation governing DLT and digital assets in jurisdictions around the world. For more information, you can read the report here.

If you have any questions or would like additional information in relation to these matters, please email: ISDADerivativeProductsandInfrastructure@isda.org.

Tags:

,

ISDA Response on Hedge Accounting Guidance

On August 14, ISDA responded to an exposure draft from the Financial Accounting Standards Board (FASB). ISDA broadly supports the FASB’s proposed targeted improvements to hedge accounting, including allowing interest rate hedging of held-to-maturity (HTM) debt securities, recognizing all Secured...

Joint Response to EBA Consultation

On August 12, ISDA and the Association for Financial Markets in Europe (AFME) responded to the European Banking Authority’s discussion paper on certain taxonomy key performance indicators (KPIs) and other aspects of the Disclosures Delegated Act  under Article 8 of...

Response to JSCC on Clearing Fund Consolidation

On August 12, ISDA responded to the Japan Securities Clearing Corporation’s (JSCC) consultation on its proposal to consolidate clearing fund consumption, calculation and deposit segmentation across six clearing qualifications under the Financial Instruments and Exchange Act. ISDA members broadly support...

Response on CSDD Guidelines

On August 6, ISDA responded to the European Commission’s (EC) consultation on due diligence guidelines under the Corporate Sustainability Due Diligence Directive (CSDDD). While ISDA acknowledges that model contractual clauses can be a helpful resource for in-scope companies, there are...