ISDA/GFMA/IIF letter on the net stable funding ratio (NSFR)

On March 20, the associations (ISDA/GFMA/IIF) submitted a joint letter to both the co-chairs of the Basel Committee on Banking Supervision working group on liquidity and the Financial Stability Board, supporting the further review of the treatment of margining of derivatives in the NSFR and encouraging regulators to conduct additional quantitative analysis and consider alternative approaches, if necessary.

Documents (1) for ISDA/GFMA/IIF letter on the net stable funding ratio (NSFR)

ISDA Expands SwapsInfo with US FX Derivatives Data

ISDA has expanded its SwapsInfo website to include data on US-reported foreign exchange (FX) derivatives, further increasing transparency in the over-the-counter (OTC) derivatives market. The new FX section provides insights into trading activity in FX forwards, swaps and options. Users...

ISDA Feedback on Identifying Reference Data

On July 20, ISDA submitted feedback to the European Securities and Markets Authority (ESMA) on draft Level 3 guidance on several technical issues caused by the interaction of the recently adopted regulatory technical standard on derivatives transparency (RTS 2) and...