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.
Recipient PCA Principal Annex
Revised EMIR Supplemental Annex (Dec. 16, 2016)
Japanese Notification Time Amendments Supplemental Annex (Jan. 13, 2017)
Non-netting Supplemental Annex (Jan. 20, 2017)
Segregation Amendments Supplemental Annex (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Annex (May 9, 2017)
Documents (6) for Recipient PCA Principal Annex
- 10recipient-pca-principal-annex(docx) will open in a new tab or window
- 10revised-emir-supplemental-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10japan-notification-time-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10non-netting-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10seg-amends-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10fmia-supplemental-recipient-pca-principal-annex(docx) will open in a new tab or window
Latest
ISDA Response on Clearing Costs
On September 8, ISDA responded to consultation by the European Securities and Markets Authority (ESMA) on a draft regulatory technical standard on clearing fees and associated costs (article 7c(4) of the European Market Infrastructure Regulation (EMIR)). In the response, ISDA...
ISDA Response on Margin Transparency
On September 8, ISDA responded to a consultation by the European Securities and Markets Authority (ESMA) on a draft regulatory technical standard under the European Market Infrastructure Regulation (EMIR 3.0) on margin transparency requirements. ISDA’s members are supportive of margin...
Paper on Liquidity Assessment for Single-name CDS
On September 5, ISDA submitted a paper to the European Securities and Markets Authority (ESMA) and the European Commission in support of its earlier response to ESMA’s Markets in Financial Instruments Regulation (MIFIR) review consultation package 4 (CP4) on transparency...
Response to EC on Delegated Regulation
On September 4, ISDA responded to the European Commission’s (EC) consultation on amendments to delegated regulation (EU) 2017.567. The key area of interest for ISDA was the proposed insertion of a new article 16a that establishes what constitutes a post-trade...