ISDA Publishes 2014 Resolution Stay Protocol

LONDON, November 12, 2014 – The International Swaps and Derivatives Association, Inc. (ISDA) today announced the ISDA 2014 Resolution Stay Protocol is open for adherence. Eighteen major banks have signed it at launch.

Documents (1) for ISDA Publishes 2014 Resolution Stay Protocol

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...