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.
PCA Principal Answer Sheet
Revised EMIR Supplemental Answer Sheet (Dec. 16, 2016)
Japanese Notification Time Amendments Supplemental Answer Sheet (Jan. 13, 2017)
Non-netting Supplemental Answer Sheet (Jan. 20, 2017)
Segregation Amendments Supplemental Answer Sheet (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Answer Sheet (May 9, 2017)
Documents (6) for PCA Principal Answer Sheet
- 9questionnaire-answer-sheet(xls) will open in a new tab or window
- 9revised-emir-supplemental-answer-sheet(xls) will open in a new tab or window
- 9jp-notification-time-supplemental-answer-sheet(xls) will open in a new tab or window
- 9non-netting-supplemental-answer-sheet(xls) will open in a new tab or window
- 9seg-amends-supplemental-answer-sheet(xls) will open in a new tab or window
- 9fmia-supplemental-answer-sheet(xls) will open in a new tab or window
Latest
Response to FCA on CFI Codes for Transparency
On March 19, ISDA responded to Chapter 3 of the UK Financial Conduct Authority’s (FCA) Quarterly Consultation CP26/8 on transparency requirements for financial instruments under Market Conduct Sourcebook (MAR) 11. Sections 3.11-3.13 of the consultation paper explain a discrepancy between...
Why We Need Safe and Efficient SFT Markets
Securities financing transactions (SFTs) play a vital role in fostering liquidity, mobilizing collateral and supporting the smooth functioning of derivatives markets. But during periods of stress, secured funding markets often come under pressure just when they’re needed most, with reduced...
Response to BoE on Clearing Exemption for PTRR
On March 11, ISDA submitted a response to the Bank of England’s consultation on a proposed approach to exempting post-trade risk reduction (PTRR) transactions from the derivatives clearing obligation under Article 4 of the European Market Infrastructure Regulation (EMIR). ISDA...
IQ Interview with David Bailey
The Bank of England’s Prudential Regulation Authority recently finalized its Basel 3.1 framework for implementation at the start of 2027. David Bailey, executive director for prudential policy, talks to IQ about the importance of global consistency and the need to...