Regulatory Framework for Sustainability-Linked Derivatives: Hong Kong Analysis

Interest in environmental, social and governance (ESG) issues has grown in Asia-Pacific, as companies transition to a green economy and enhance their social responsibility credentials. Sustainability-linked derivatives (SLDs) have emerged as one of the tools available to help firms meet their ESG objectives. However, it is necessary for users to understand how these instruments fit into existing regulatory regimes.

This whitepaper analyzes two categories of SLDs in the context of the derivatives regulatory framework in Hong Kong.

Specifically, it considers:

  • Whether SLDs would be classified as over-the-counter (OTC) derivatives transactions or another type of regulated product, and how they are regulated; and
  • Compliance issues for market participants to consider when executing SLDs.

Documents (1) for Regulatory Framework for Sustainability-Linked Derivatives: Hong Kong Analysis

Stress Scenarios for CCP IM Simulators

ISDA has published a paper that explains why stress scenarios that central counterparties (CCPs) use for default fund sizing cannot be used for forward-looking initial margin (IM) simulators. Typically, stress scenarios used by CCPs consist of a single step, transitioning...

Paper on EMIR 3 Active Account Representativeness

On September 4, ISDA, the European Fund and Asset Management Association (EFAMA) and FIA shared a paper with EU policymakers requesting clarification on the implementation of the active account requirement under the third European Market Infrastructure Regulation in relation to...

Episode 51: Trading Places

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