Publication of the Equity Definitions VE

ISDA has published version 1.0 of the ISDA Equity Derivatives Definitions (Versionable Edition) (the “Equity Definitions VE”) on the MyLibrary platform.

This publication, apart from the ability for the booklet to be updated in the future, is substantively the same as the 2002 ISDA Equity Derivatives Definitions (the “2002 Equity Definitions”), as published by ISDA in 2002.

This publication is part of the initiative to allow additions and improvements to be made to the 2002 Equity Definitions. More information on such initiative can be found here.

ISDA Letter to BCBS on RMA Models

On July 24, ISDA wrote to the Basel Committee on Banking Supervision (BCBS) to request guidance on how the proposed Risk Mitigation Accounting (RMA) model under International Financial Reporting Standard (IFRS) 9/IFRS 7 should be treated for prudential regulatory capital...