Studies February 25, 2022 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value
Amicus Briefs February 24, 2022 Kahle v. Cargill ISDA Amicus Brief ISDA and FIA submitted an amicus brief, in support of defendants, in the U.S. District... Read more Kahle v. Cargill ISDA Amicus Brief Documents (1) for Kahle v. Cargill ISDA Amicus Brief Kahle Cargill ISDA Amicus Brief 022222(pdf) will open in a new tab or window
North America February 22, 2022 ISDA Comment Letter on CMA – February 17, 2022 ISDA’s comments to the Ontario Ministry of Finance in response to the Consultation Draft of... Read more ISDA Comment Letter on CMA - February 17, 2022 Tags: Advocacy, Canada, CMA, Ontario Documents (1) for ISDA Comment Letter on CMA – February 17, 2022 ISDA-Comment-Letter-CMA-021722(pdf) will open in a new tab or window
Data & Reporting February 22, 2022 ISDA Responds to Bank of England and FCA on UK EMIR On February 16, 2022, ISDA responded to the joint Bank of England and Financial Conduct... Read more ISDA Responds to Bank of England and FCA on UK EMIR Tags: Data, EMIR, Reporting, UK Documents (1) for ISDA Responds to Bank of England and FCA on UK EMIR ISDA Response to UK-EMIR Reporting Consultation Paper 021622(pdf) will open in a new tab or window
Data & Reporting February 14, 2022 SEC SBS Transaction Reporting Party Requirements The Security-Based Swap (SBS) Transaction Reporting Party Requirements Suggested Operational Practices (SOP) establishes the hierarchy... Read more SEC SBS Transaction Reporting Party Requirements Tags: Data, Reporting, SBS, SBSR, Securities and Exchange Commission (SEC) Documents (2) for SEC SBS Transaction Reporting Party Requirements ISDA SBS Reporting Party Determination Industry SOP 5Nov2021(pdf) will open in a new tab or window ISDA SBS Reporting Party Determination Industry SOP updated 11Feb2022(pdf) will open in a new tab or window
Interest Rate February 3, 2022 ISDA Guidance Note – Linear Interpolation ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more ISDA Guidance Note - Linear Interpolation Tags: Benchmark Fallbacks, Interest Rate Derivatives, LIBOR, LIBOR Transition, Risk-free Rates (RFRs) Documents (1) for ISDA Guidance Note – Linear Interpolation ISDA Guidance Note - Linear Interpolation 020322(pdf) will open in a new tab or window
Clearing January 26, 2022 ISDA and IIF Respond to BCBS/CPMI/IOSCO Consultation on Margin Practices ISDA and the Institute of International Finance (IIF) welcome the consultative report Review of Margining... Read more ISDA and IIF Respond to BCBS/CPMI/IOSCO Consultation on Margin Practices Tags: CCPs, COVID-19, ISDA SIMM, Margin Documents (1) for ISDA and IIF Respond to BCBS/CPMI/IOSCO Consultation on Margin Practices IIF-ISDA BCBS-CPMI-IOSCO Margin Practices(pdf) will open in a new tab or window
Clearing January 25, 2022 ISDA Responds to CFTC’s Consultation on Clearing Requirements in Relation to LIBOR Transition In November, the Commodity Futures Trading Commission (CFTC) published a Request for Information and Comments... Read more ISDA Responds to CFTC’s Consultation on Clearing Requirements in Relation to LIBOR Transition Tags: CCPs, LIBOR, Resilience Documents (1) for ISDA Responds to CFTC’s Consultation on Clearing Requirements in Relation to LIBOR Transition 2111 CFTC RFR consultation(pdf) will open in a new tab or window
Clearing January 25, 2022 ISDA Responds to ESMA on Eligible CCP Investments In November 2021, the European Securities and Markets Authority (ESMA) published a consultation on its... Read more ISDA Responds to ESMA on Eligible CCP Investments Tags: CCPs, EMIR, Resilience Documents (1) for ISDA Responds to ESMA on Eligible CCP Investments ESMA CCPinvestmentpolicy ISDA RESPONSEFORM(pdf) will open in a new tab or window
Clearing January 25, 2022 ISDA and FIA Respond to Six ESMA Consultations on CCP Resolution As part of their level-2 rulemaking, the European Securities and Markets Authority (ESMA) consulted on... Read more ISDA and FIA Respond to Six ESMA Consultations on CCP Resolution Tags: CCPs, ESMA, Recovery and Resolution Documents (6) for ISDA and FIA Respond to Six ESMA Consultations on CCP Resolution ESMA VLTN FIA-ISDA RESPONSEFORM(pdf) will open in a new tab or window ESMA VALPT FIA-ISDA RESPONSEFORM(pdf) will open in a new tab or window ESMA SFGS FIA-ISDA RESPONSEFORM(pdf) will open in a new tab or window View all documents