Check Out ISDA’s Improved SwapsInfo Website with New Features and Interactive Charts!

ISDA is pleased to announce the release of its newly revamped SwapsInfo website!

New features include:

  • Daily, weekly and quarterly traded notional and trade count by product for interest rate derivatives (IRD) and credit derivatives
  • Weekly percentage of swap execution facility (SEF)-traded notional calculated relative to traded notional by product
  • Weekly percentage of cleared notional calculated relative to traded notional by product
  • IRD notional outstanding and gross market value by product
  • Credit derivatives gross and net notional outstanding by product

http://swapsinfo.org

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...