1. Infrastructure
  2. Data & Reporting
  3. Counterparty ID Waterfall (updated September 14, 2015)

Counterparty ID Waterfall (updated September 14, 2015)

Infrastructure
Data & Reporting September 14, 2015
< 1  min.read

Previously published in October 2014, the matrix captures the latest Counterparty ID waterfalls for various jurisdictions to reference as industry standard. Counterparty IDs are used to identify the counterparties, including reporting counterparties, to a transaction. Most reporting regulations specify allowable values for party identification, however, where such values are not available, the reporting party may need to use an alternative party identifier. Reporting jurisdictions may have different preferred waterfalls for alternative Counterparty IDs. The waterfall has been updated to reflect the possibility that (1) in the near future, mapping of alternate counterparty IDs to LEIs will no longer be acceptable for EMIR and (2) the HKMA allows the Certificate of Incorporation or Certificate of Registration and the Business Registration Number to be used as identifiers.

Documents (1) for Counterparty ID Waterfall (updated September 14, 2015)

Latest

ISDA Response to EC on Environmental Legislation

On September 10, ISDA, the Association for Financial Markets in Europe (AFME) and the European Fund and Asset Management Association (EFAMA) submitted a joint response to the European Commission’s (EC) call for evidence on reducing the administrative burden in environmental...

Credit Derivatives Trading Activity Q2 2025

This report analyzes credit derivatives trading activity reported in Europe. The analysis shows European credit derivatives transactions based on the location of reporting venues (EU versus UK) and product type. The report also compares European-reported credit derivatives trading activity to...

Recognition of Cross-product Netting is Critical

US regulators are in the process of making important changes to the regulatory capital framework by proposing modifications to the enhanced supplementary leverage ratio, which should help stop it from acting as a non-risk-sensitive constraint on bank capacity – a...