OTC Derivatives Products Taxonomies – CURRENT LIVE version (updated 9 January 2015)

Previously published on 23 October 2014, the ISDA OTC Derivatives Products Taxonomies have been updated to add a value for iBoxx TRS. The Taxonomies are used for cross-jurisdictional reporting for Credit, Rates, Equities, Commodities and FX.

This is the live version currently used for trade reporting. Comments and questions can sent to EHsu@isda.org.

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Documents (1) for OTC Derivatives Products Taxonomies – CURRENT LIVE version (updated 9 January 2015)

Pursuing Efficiencies of Tokenization

As we mark the 10-year anniversary of the ISDA Standard Initial Margin Model (ISDA SIMM), which was launched in September 2016 to coincide with the first phase of initial margin (IM) requirements for non-cleared derivatives, we’ve been reflecting on its...

Transition to Mandatory Central Clearing

US Treasury securities sit at the heart of global financial markets and serve as one of the primary forms of high-quality collateral across derivatives and securities financing markets. The transition to mandatory central clearing of US Treasuries therefore has implications...

ISDA Publishes Updated ISDA SIMM Governance

ISDA has published an updated version of the ISDA SIMM® Governance Framework, which sets out the principles under which the ISDA Standard Initial Margin Model® operates and the process through which it will be reviewed and amended on a consistent...