Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance

This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues relating to narrowly tailored credit events, focusing on the Outstanding Principal Balance definition.

Please provide any feedback on the proposals contained herein by Monday June 17, 2019, by email to the ISDA Legal Department (isdalegal@isda.org) with the subject line “NTCE Proposal Feedback”.

Documents (1) for Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance

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...

US Treasury Repo Market Indicators Methodology

This paper is intended for market participants interested in the structure and methodology used to construct the ISDA-Actrix US Treasury Repo Market Clearing Indicators. It provides precise details allowing participants to access the publicly available data and replicate the calculations...