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
How and Why Pension Funds Use Derivatives
With over $58 trillion in assets globally, pension fund managers are major participants in financial markets and play a vital role in helping to provide post-retirement incomes for plan employees. Meeting such an important goal requires careful consideration of investment...
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.
Climate Risk Scenario Analysis Phase 4
Climate scenario analysis has become a useful tool for banks and financial institutions to understand the short- and long-term financial risks associated with climate change, particularly in light of evolving regulations and an increased emphasis on reducing the impact of...
ISDA & EMTA Market Practice 45
ISDA & EMTA jointly published the attached updated market practice regarding the determination of barrier events for Brazilian Real non-deliverable continuously monitored barrier option transactions.
