ISDA continues to work with its members to finalize materials that will provide transparency for a new proposal to reduce the frequency with which single-name CDS roll to new on-the-run contracts. This Frequently Asked Questions (“FAQ”) document explains the proposal in regard to expected trading and operational conventions for certain credit derivative transactions as of December 20, 2015. (***Please Note: ISDA may update these FAQs on occasion. Please check back periodically for new versions.)
Documents (1) for FAQ: Amend Single Name On-The-Run Frequency
Latest
ISDA AGM Studio: José Manuel Campa, EBA
José Manuel Campa, chairperson of the European Banking Authority, speaks to Mark Gheerbrant, ISDA’s global head of risk and capital, about concerns over differences in timing and content of the Basel III reforms across jurisdictions and what can be done...
ISDA AGM Studio: Doug Donahue and Oliver Maxwell
Just a small delay in the delivery and receipt of a termination notice can have significant economic consequences for derivatives counterparties. Doug Donahue, partner at Linklaters, and Oliver Maxwell, product management director, platforms and regulatory compliance at S&P Global Market...
ISDA AGM Studio: Emmanuel Geinoz and Eleanor Kelly
Five jurisdictions went live with revised derivatives reporting rules in 2024, with more to follow in 2025 and beyond, putting reporting teams under extreme pressure to implement accurately and on time to avoid regulatory penalties. Emmanuel Geinoz, market infrastructure and...
ISDA AGM Studio: Tyler Wellensiek, Stephen Berger
The first phase of the Securities and Exchange Commission’s Treasury clearing mandate will come into effect in December 2026 – a requirement that will have a significant impact on both US and non-US market participants. Tyler Wellensiek, ISDA board member...