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
Expanding the Universe of Eligible VM
ISDA conducted a series of interviews with buy- and sell-side firms to understand the drivers of a growing use of non-cash assets as variation margin (VM) for non-cleared over-the-counter (OTC) derivatives and the barriers that remain to expanding the use...
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...