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.
Documents (1) for 30 day COMMENT PERIOD – Proposed Credit ISDA Taxonomy Value for S&P/ISDA US 150 Swap Indices (adopted 19 Sept 2014)
Latest
Celebrating ISDA’s Successes and the Next Decade
Today, May 23, marks exactly 40 years since ISDA, initially known as the International Swap Dealers Association, was first established by a small group of mostly New-York-based dealers. At ISDA’s Annual General Meeting (AGM) in Amsterdam last week, we had...
ISDA Response to CFTC on 24/7 Trading
On May 21, ISDA, the Securities Industry and Financial Markets Association (SIFMA) and its asset management group (SIFMA AMG) submitted a joint response to the US Commodity Futures Trading Commission’s (CFTC) request for comment on 24/7 trading and clearing. The...
ISDA AGM Studio: Jack Hattem and Jared Noering
Jack Hattem, ISDA board member and managing director, global fixed income at BlackRock, and Jared Noering, ISDA board member and global head of fixed income trading at NatWest Markets, talk to Nick Sawyer, ISDA’s global head of communications, on how...
ISDA Publishes ISDA SIMM® Version 2.7+2412
This version of the ISDA SIMM has updates that are based only on the full recalibration of the model and marks the first ISDA SIMM version publication of the new semiannual calibration cycle in 2025. The ISDA SIMM methodology remains...