CRD 5: Leverage Ratio – ISDA/AFME Position Paper

Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC) in November 2016, ISDA and AFME assessed the main aspects related to Leverage Ratio (LR).

The industry supports introducing the LR as simple, transparent and non-risk-based backstop to the risk-based requirements and consistently with the Basel Committee on Banking Supervision’s (BCBS) agreed leverage framework

Documents (1) for CRD 5: Leverage Ratio – ISDA/AFME Position Paper

ISDA Presents Lock-Up Agreement Proposal

ISDA is pleased to present the proposed Lock-Up Agreements and CDS – Proposed Auction Solution. “Lock-Up Agreements” are market-wide arrangements, broadly standardized and predominantly integrated with court sanctioned restructuring or bankruptcy processes. Numerous end users will sign material Lock-Up Agreements...

Key Trends in OTC Derivatives Market H2 2024

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows a modest increase in notional outstanding during the second half of 2024 compared to the same period in 2023. Notional outstanding for interest rate, foreign...