ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal

ISDA and the Futures Industry Association (FIA) comment letter on the proposed changes by the Board of Governors of the Federal Reserve System to the mandatory Banking Organization Systemic Risk Report form (“FR Y-15”) that would affect the treatment of client-cleared OTC derivatives transactions for purposes of the capital surcharge imposed on US global systemically important banking organizations (G-SIBs).

Documents (1) for ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...

ISDA Response to HMT, BoE on UK CCPs

On November 18, ISDA submitted its responses to the Bank of England (BoE) consultation on ensuring the resilience of central counterparties (CCPs) and the UK Treasury’s (HMT) two draft CCP statutory instruments (SIs). These consultations form part of the update...

Doubling Down on Appropriate Trading Book Capital

Throughout ISDA’s 40th anniversary year, we’ve been reflecting on the quest for greater consistency and efficiency that underpins everything we’ve achieved since 1985. It was at the heart of the original efforts to bring greater standardization to the nascent derivatives...