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 and the potential impacts of the Net Stable Funding Ratio (NSFR). The Industry highlights as NSFR impacts on important categories of transactions can be disproportionate and quantifies an implied burdensome amount of additional regulatory long term funding requirement (€4.5 trn according to a recent ISDA/AFME study)
Documents (1) for CRD5: The Net Stable Funding Ratio
Latest
New Selection Process for Standard Reference Obligations (SROs) FAQs
This Frequently Asked Questions (“FAQ”) document gives information about the new selection process for Standard Reference Obligations (SROs). Note that ISDA may update these FAQs on occasion. Please check back periodically for new versions.
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A lot has changed in the FX derivatives market since 1998, when the last set of standard definitions for FX transactions were published. Trading volumes have grown substantially, and average daily turnover has risen by six times. Market practices have...
ISDA & EMTA Publish New FX Definitions
ISDA and EMTA, Inc., the trade association for emerging markets, have jointly published a revised set of standard definitions for foreign exchange (FX) derivatives transactions, which update key market practices and consolidate various FX and FX-related product templates and provisions...
ISDA Position Paper on SFDR Review
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