ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

Changes have been proposed to Taxonomy 2.0 for the interest rate and credit classifications. See the Change Log for details. The following tabs have been updated:

  • Interest rate
  • Interest rate full
  • Credit full

(color coding: red for deletions, green for additions)

A link to the updated Taxonomy 2.0 is provided below.

Note that there are no changes to Taxonomy 1.0.

Input or objections to the proposed changes can sent to ehsu@isda.org during the 30-day comment period.

Documents (1) for ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

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

Markets have been volatile so far this year, but what has this meant for market liquidity? The Swap talks to Chris Edmonds from Intercontinental Exchange on trading activity and the market, economic and geopolitical outlook. Please view this page via...