ISDA continues to work with its members to finalize the industry implementation plan for supporting the new 2014 Credit Derivatives Definitions (“2014 Definitions” or “new Definitions”), including the Standard Reference Obligation (“SRO”) initiative. This Frequently Asked Questions (“FAQ”) document explains the derivatives industry’s standards in regard to operational processing for certain credit derivative transactions. (***Please Note: ISDA may update these FAQs on occasion. Please check back periodically for new versions)
Documents (5) for UPDATED FAQ: 2014 Credit Derivatives Definitions & Standard Reference Obligations
- 20140821-isda-2014-credit-definitions-faq-g-o-2(pdf) will open in a new tab or window
- 20140829-cln-isda-2014-credit-definitions-faq(pdf) will open in a new tab or window
- 20140909-cln-isda-2014-credit-definitions-faq(pdf) will open in a new tab or window
- 20140918-cln-isda-2014-credit-definitions-faq(pdf) will open in a new tab or window
- 20141002-cln-isda-2014-credit-definitions-faq(pdf) will open in a new tab or window
Latest
ISDA-SIFMA letter to SEC on Swap Dealer Thresholds
ISDA and SIFMA have submitted a comment letter to the SEC in response to the staff report on the definitions of “security-based swap dealer” and “major security-based swap participant.” The associations recommend maintaining the current de minimis thresholds for both...
ISDA responds to RBI consultation on SA-CCR
On July 1, ISDA responded to the Reserve Bank of India's (RBI) consultation on draft amendment directions on the standardized approach for counterparty credit risk (SA-CCR). ISDA broadly welcomes the RBI's move to SA-CCR and updated capital treatment for exposures...
Data Subject Access Request Form
Pursuant to its mission to promote safe and efficient markets within the over-the-counter (OTC) derivatives industry, The International Swaps and Derivatives Association, Inc. (ISDA) processes personal data of its employees, members and non-members (for example individuals attending ISDA conferences or...
ISDA and GDF publish tokenization report
ISDA and Global Digital Finance have published a report that examines the viability of using tokenized money market funds (MMFs) as collateral for derivatives within existing US legal, regulatory and operational frameworks. Based on feedback from over 120 firms, the report...