DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and were not created by ISDA. Your use of any of the Third-Party Content is at your own risk, and does not constitute legal or professional advice. By accessing any of the links hereunder you agree that such Third-Party Content does not constitute a recommendation by, or opinion of, ISDA. You acknowledge that the Third-Party Content provided to you is obtained from sources believed to be reliable, but that no guarantee is made by ISDA or the providers of the Third-Party Content as to its accuracy, completeness or fitness for any purpose. You agree not to hold ISDA or any provider of the Third-Party Content liable for any use of, or reliance on, the Third-Party Content, or any liability that may arise due to delays or interruptions in the delivery of the Third-Party Content for any reason.
Links:
- UMR By The Numbers
- AANA Calculation Periods and Compliance Dates
- GRID Notional and Tenor Survey Results
- AANA Self-Disclosure Letter and Answer Sheet (via ISDA Library)
- Multi-lateral Self-Disclosure
- ISDA U.S Self Disclosure Letter (including re: CFTC, PR and SEC margin requirements)
- Getting Ready for Initial Margin: The Steps to Take
- ISDA UMR In-Scope Products Chart
- Equivalence Determinations for Non-Cleared Margin Requirements
- Where to Begin — Guide to Initial Margin Documentation
- User’s Guide to ISDA 2018 & 2019 Regulatory Initial Margin Documentation (in ISDA Library)
- Summary of ISDA Initial Margin Documentation
- Compliance Steps Post BCBS IOSCO Recommendations
- Uncleared Margin Rules Implementation Project Checklist and Controls
- ISDA Non-Cleared Margin Podcast: Margin Approaches – The Relationship Between Independent Amount and Regulatory Initial Margin
- Margin Approaches — The Relationship between Independent Amount and Regulatory IM
- Consensus List for Operational Implementation of Uncleared Margin Risk Monitoring
- Trade Life Cycle Events Guidance
- ISDA / Clifford Chance Briefing: Beyond Brexit: EU vs UK Margin Rules for OTC Derivatives
- Third Party and Triparty Onboarding and KYC Checklists
- IM Phase 5 and 6 Estimates
Latest
Response to ESMA Guarantees
On April 30, ISDA responded to the European Securities and Markets Authority (ESMA) consultation paper on guarantees as central counterparty (CCP) collateral and certain aspects of CCP investment policy. ISDA broadly supports ESMA’s proposed draft regulatory technical standards (RTS) to...
ISDA AGM Studio: Jenny Cosco and Jason Granet
Jenny Cosco, global head of government relations and regulatory strategy at LSEG, and Jason Granet, chief investment officer at BNY, speak with Tara Kruse, ISDA’s global head of derivative products and infrastructure, about how firms can manage liquidity pressures during...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Capital Models Benchmarking: A Framework for Counterparty Credit Risk Internal Models
When firms implement capital models in line with supervisory standards, a range of interpretative and implementation choices inevitably arise. These choices reflect differences in modeling approaches, data availability, system architecture and risk management practices, and can lead to variation in...