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.
Japanese Notification Time Amendments Supplemental Rules Exhibit (Jan. 13, 2017)
Australia Rules Supplemental Rules Exhibit (Jan. 20, 2017)
Non-netting Supplemental Rules Exhibit (Jan. 20, 2017)
Segregation Amendments Supplemental Rules Exhibit (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Rules Exhibits (May 9, 2017)
Documents (7) for Variation Margin Protocol Supplemental Rules Exhibits
- 1isda-vm-protocol-agreement(pdf) will open in a new tab or window
- 1revised-emir-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1jp-notification-time-supplement-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1aus-supplement-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1non-netting-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1seg-amends-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1fmia-supplemental-rules-exhibit(pdf) will open in a new tab or window
Latest
Korea – FSS published its Guidelines on Margin Requirements for Non-Centrally Cleared OTC Derivatives Transactions
On September 1, the Financial Supervisory Service (FSS) of Korea published its Guidelines on Margin Requirements for Non-Centrally Cleared OTC Derivatives Transactions. The guidelines extend the temporary exemption for equity options from the margin requirements until August 31, 2027. ISDA...
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.
10 Years of the ISDA SIMM
As the derivatives industry prepared for the September 2016 implementation of initial margin requirements for non-cleared derivatives, one challenge stood out: counterparties needed to agree on the amount of initial margin to be exchanged. But if each firm developed its...
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ISDA conducted a series of interviews with buy- and sell-side firms to understand the drivers of a growing use of non-cash assets as variation margin (VM) for non-cleared over-the-counter (OTC) derivatives and the barriers that remain to expanding the use...