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

Paper on Proposal 6 on Margin Transparency

On November 16, ISDA published a document that looked at proposal 6 in the final Basel Committee on Banking Supervision (BCBS), Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) report on margin transparency. Proposal...

Tender Issued for DC Administrator Role

ISDA and the Credit Derivatives Governance Committee have issued an invitation to tender for an independent regulated entity to serve as the administrator for the Credit Derivatives Determinations Committees (DCs), which includes assuming the role of DC secretary. The DC...

ISDA SIMM: The Standard for IM Calculations

The ISDA Standard Initial Margin Model (ISDA SIMM) plays an important role in ensuring margin calculations are consistent, transparent and aligned with global best practices and regulatory requirements. Since its launch in 2016, the model has been rigorously tested, regularly...