ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

Changes have been proposed to Taxonomy 2.0 for the interest rate and credit classifications. See the Change Log for details. The following tabs have been updated:

  • Interest rate
  • Interest rate full
  • Credit full

(color coding: red for deletions, green for additions)

A link to the updated Taxonomy 2.0 is provided below.

Note that there are no changes to Taxonomy 1.0.

Input or objections to the proposed changes can sent to ehsu@isda.org during the 30-day comment period.

Documents (1) for ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

FRTB Impact on Correlation Trading

The capitalization of the correlation trading portfolio (CTP) under the Fundamental Review of the Trading Book will have an adverse economic impact for users of these instruments. In particular, there is a lack of clarity and consistency in the application...

A Path to Greater CFTC-SEC Alignment

Earlier this week, the Commodity Futures Trading Commission (CFTC) and the Securities and Exchange Commission (SEC) held a roundtable on regulatory harmonization – an initiative we wholeheartedly support. The US regulatory framework has evolved over time to facilitate financial markets...