To adhere to the Protocol and for FAQs and other information regarding the Protocol, please go to the ISDA 2016 Variation Margin Protocol page.
For a description of the documents below, please see “How is the Protocol structured? What is the purpose of the different Protocol documents?” on the Protocol FAQs page.
New CSA Exhibit – English law CSA
Revised EMIR Supplemental Exhibit (Dec. 16, 2016)
Australia Rules Supplemental Exhibit (Jan. 20, 2017)
Non-netting Supplemental Exhibit (Jan. 20, 2017)
Swiss (FMIA) rules Supplemental Rules Supplemental Exhibit (May 9, 2017)
Documents (5) for New CSA Exhibit – English law CSA
- 5english-law-new-csa-exhibit(pdf) will open in a new tab or window
- 5english-law-revised-emir-supplement-for-new-csa-exhibit(pdf) will open in a new tab or window
- 5aus-supplement-en-law-new-csa(pdf) will open in a new tab or window
- 5non-netting-en-law-new-csa(pdf) will open in a new tab or window
- 5fmia-supplement-for-en-new(pdf) will open in a new tab or window
Latest
Response to ESMA Guarantees
On April 30, ISDA responded to the European Securities and Markets Authority (ESMA) consultation paper on guarantees as central counterparty (CCP) collateral and certain aspects of CCP investment policy. ISDA broadly supports ESMA’s proposed draft regulatory technical standards (RTS) to...
ISDA AGM Studio: Jenny Cosco and Jason Granet
Jenny Cosco, global head of government relations and regulatory strategy at LSEG, and Jason Granet, chief investment officer at BNY, speak with Tara Kruse, ISDA’s global head of derivative products and infrastructure, about how firms can manage liquidity pressures during...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Capital Models Benchmarking: A Framework for Counterparty Credit Risk Internal Models
When firms implement capital models in line with supervisory standards, a range of interpretative and implementation choices inevitably arise. These choices reflect differences in modeling approaches, data availability, system architecture and risk management practices, and can lead to variation in...