Variation Margin Protocol Questionnaires

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.

 

Form of Questionnaire

Form of Revised EMIR Supplemental Questionnaire (Dec. 16, 2016)

Form of Japanese Notification Time Amendments Supplemental Questionnaire (Jan. 13, 2017)

Australia Rules Supplemental Questionnaire (Jan. 20, 2017)

Non-netting Supplemental Questionnaire (Jan. 20, 2017)

Segregation Amendments Supplemental Questionnaire (Jan. 26, 2017)

Swiss (FMIA) rules Supplemental Questionnaire (May 9, 2017)

ISDA Feedback on Identifying Reference Data

On July 20, ISDA submitted feedback to the European Securities and Markets Authority (ESMA) on draft Level 3 guidance on several technical issues caused by the interaction of the recently adopted regulatory technical standard on derivatives transparency (RTS 2) and...

US Basel III Endgame 2026 Update

In March 2026, the Board of Governors of the Federal Reserve System, the Office of the Comptroller of the Currency and the Federal Deposit Insurance Corporation published a new proposal for capital rules known as the US Basel III, based...

Episode 59: Reducing Burdens

As she nears the end of her term as chair of the European Securities and Markets Authority, Verena Ross joins The Swap to discuss progress in simplifying and reducing the burden of EU financial regulation, including transaction reporting. Please view...