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)

Response on EC’s SFR Proposal

On April 9, ISDA published technical comments on the European Commission’s (EC) proposed Settlement Finality Regulation (SFR) as it applies to designated EU systems and registered third-country systems. One significant concern is that the scope of insolvency protections provided to...

Natixis CIB Adopts ISDA’s DRR

ISDA has announced that Natixis CIB has adopted ISDA’s Digital Regulatory Reporting (DRR) solution, enabling the bank to meet regulatory reporting requirements more efficiently and accurately. The ISDA DRR uses the Common Domain Model (CDM) – an open-source data standard...

Paper on MIFIR PTT

On April 7, ISDA, the Association for Financial Markets in Europe (AFME), the International Capital Market Association (ICMA) and the European Banking Federation (EBF) published a paper on proposals relating to post-trade transparency (PTT) under the Markets in Financial Instruments...

Data Integrity for Single-sided Reporting

On April 2, ISDA published a paper on why single-sided reporting does not compromise the quality and integrity of data received by supervisors. The paper addresses concerns among regulators that moving from dual-sided reporting would adversely affect the quality of...