The ISDA 2021 Interest Rate Definitions will impact the regulatory reporting requirements for market participants. ISDA have produced a guidance on how reporting interest rate trades executed on 2006 Definitions will differ from reporting a trade using the 2021 Definitions. This guidance has been produced following discussions by the ISDA Data and Reporting EMEA Working Group on the affect the 2021 Definitions will have to reporting.
Documents (1) for Regulatory Reporting Guidance for the ISDA 2021 Interest Rate Definitions
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Response on EC’s SFR Proposal
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Paper on MIFIR PTT
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