30 day COMMENT PERIOD – Proposed Credit ISDA Taxonomy Value for S&P/ISDA US 150 Swap Indices (adopted 19 Sept 2014)

A taxonomy value for the new S&P/ISDA US 150 Credit Spread Indices has been defined and signed-off by the ISDA Credit Implementation Group and Credit Steering Committee.

In line with the ISDA OTC Taxonomies "Rules of Operations" dated December 20, 2011, the draft taxonomy is now available on the ISDA website for a 30 day comment period.

If you wish to comment on the proposed value, please contact EHsu@isda.org before 19 September, 2014.

Tags:

Documents (1) for 30 day COMMENT PERIOD – Proposed Credit ISDA Taxonomy Value for S&P/ISDA US 150 Swap Indices (adopted 19 Sept 2014)

Maintaining Focus on Basel III Endgame Recalibration

In its original form, the US Basel III endgame proposal would have resulted in disproportionate increases in capital for trading book activities, forcing banks to make difficult choices about their participation in certain businesses. After two-and-a-half years, a revised proposal...

IRRBB Management in EMDEs

Interest rate risk in the banking book (IRRBB) has become a growing priority for banks and regulators in emerging market and developing economies (EMDEs). As many of these countries face monetary tightening cycles and ongoing macroeconomic volatility, bank balance sheets...

Response to CPMI-IOSCO on Consultation

On February 5, ISDA and FIA responded to the Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) consultation on the management of general business risks and general business losses by financial market infrastructures (FMIs)....