ISDA Regulatory Margin Self-Disclosure Letter – Brazil

The ISDA Regulatory Margin Self-Disclosure Letter – Brazil Supplement published on February 10, 2020 is intended to assist market participants with the exchange of the information necessary to determine if, and when, their trading relationship will become subject to regulatory margin requirements for uncleared swaps in Brazil. These files and the other ISDA Regulatory Margin Self-Disclosure Letters can be found in the ISDA Library here.

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ISDA & EMTA Market Practice 45

ISDA & EMTA jointly published the attached updated market practice regarding the determination of barrier events for Brazilian Real non-deliverable continuously monitored barrier option transactions.