Sub-Annex A – CRP Naming Convention

This document sets out the naming convention for how the Commodity Reference Prices (“CRPs”), as defined in Sub-Annex A of the 2005 ISDA Commodity Definitions, should be named to increase consistency and understandability. ISDA formalised the CRP naming convention as part of the effort to update Sub-Annex A with members of the ISDA Commodities Market Infrastructure Group and the FpML Cross Asset Product Group. This document may be updated from time to time.

Documents (1) for Sub-Annex A – CRP Naming Convention

ISDA Publishes Updated ISDA SIMM Governance

ISDA has published an updated version of the ISDA SIMM® Governance Framework, which sets out the principles under which the ISDA Standard Initial Margin Model® operates and the process through which it will be reviewed and amended on a consistent...

ISDA Response to PRA IMA Consultation

On September 18, ISDA, the Association for Financial Markets in Europe, the Institute of International Finance and UK Finance submitted a joint response to the UK Prudential Regulation Authority consultation on adjustments to the internal model approach (IMA) for the...

Calibration Test – IQ September 2026

Calibrating capital requirements is a highly complex undertaking and getting it wrong can have serious consequences. Too much lenience might lead to banks holding insufficient capital to mitigate their risks. But excess conservatism can put balance sheets under strain, forcing...