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)

US Treasury Repo Clearing Indicators May 2026

The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities...

Eyeing the Basel III Finish Line

An effective regulatory capital framework relies on multiple ingredients, from appropriate drafting to rigorous testing and consultation. Even minor calibration distortions can inflate capital requirements, which could negatively affect the capacity of banks to support deep and liquid markets, with...