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

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...

ISDA-Actrix US Treasury Clearing Indicators

This report provides indicators that illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities and Exchange Commission's...