June 2024 IMM Date Market Practice Note

ISDA has published the attached market practice note regarding the Effective Date for OTC interest rate derivative transactions referencing SOFR, that trade with a start date determined by reference to the June 2024 ‘IMM date’.

Documents (1) for June 2024 IMM Date Market Practice Note

Moving Regulatory Reporting up a Gear with AI

The aim of derivatives regulatory reporting is to improve transparency so regulators can monitor market activity and identify emerging risks. Although reporting rules and subsequent updates have resulted in improvements, they haven’t achieved fully consistent outcomes, leading to implementation and...