Asset Classes September 10, 2021 Market Closure InfoHub This page will be updated regularly as information regarding market closure becomes available globally. Should... Read more Market Closure InfoHub Tags: Commodity, Credit, Equity, FX, Hub, Interest Rate, Market Closure Documents (0) for Market Closure InfoHub
ISDA SIMM September 9, 2021 ISDA Publishes ISDA SIMM v2.4 ISDA has published the ISDA SIMM® Methodology, version 2.4, with an effective date of December... Read more ISDA Publishes ISDA SIMM v2.4 Tags: Initial Margin Documents (1) for ISDA Publishes ISDA SIMM v2.4 ISDA-SIMM-v2.4 (PUBLIC)(pdf) will open in a new tab or window
Tax & Accounting September 7, 2021 Accounting Analysis for ESG-related Transactions and the Impact on Derivatives This paper considers the growing trend of market participants entering into transactions linked to environmental,... Read more Accounting Analysis for ESG-related Transactions and the Impact on Derivatives Tags: Derivatives, ESG, US GAAP Documents (1) for Accounting Analysis for ESG-related Transactions and the Impact on Derivatives Accounting Analysis for ESG-related Transactions Sept 2021(pdf) will open in a new tab or window
Global September 7, 2021 Sustainability-linked Derivatives: KPI Guidelines Since the first sustainability-linked derivative (SLD) was executed in August 2019, market participants have entered... Read more Sustainability-linked Derivatives: KPI Guidelines Tags: Derivatives, ESG, Sustainability-linked Derivatives, Sustainable Finance Documents (1) for Sustainability-linked Derivatives: KPI Guidelines Sustainability-linked Derivatives KPI Guidelines Sept 2021(pdf) will open in a new tab or window
Europe September 1, 2021 ISDA Responds to EC on EONIA On August 31, 2021, ISDA submitted a response to the European Commission’s (EC) draft Implementing... Read more ISDA Responds to EC on EONIA Tags: Benchmarks, EONIA, European Commission (EC) Documents (1) for ISDA Responds to EC on EONIA ISDA Responds to EC on EONIA(pdf) will open in a new tab or window
Opinions August 27, 2021 Guidance Note on Article 31 of the EU/UK Margin RTS as Applied to a Taiwanese Counterparty This guidance note provides information to market participants about the applicability of Article 31 of... Read more Guidance Note on Article 31 of the EU/UK Margin RTS as Applied to a Taiwanese Counterparty Tags: Collateral, Initial Margin, Margin, Taiwan Documents (1) for Guidance Note on Article 31 of the EU/UK Margin RTS as Applied to a Taiwanese Counterparty Guidance Note on Article 31 of the EU UK Margin RTS as applied to a Taiwanese Counterparty(pdf) will open in a new tab or window
Studies August 18, 2021 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value
Trading August 10, 2021 Dodd-Frank Disclosure Documents The Dodd-Frank Disclosure documents may now be found on ISDA’s online Bookstore and in the... Read more Dodd-Frank Disclosure Documents Tags: Dodd-Frank Documents (0) for Dodd-Frank Disclosure Documents
North America August 2, 2021 ISDA Response to 2021 CDIC Amendments The International Swaps and Derivatives Association, Inc. (“ISDA”) has been actively engaged for many years with... Read more ISDA Response to 2021 CDIC Amendments Tags: Advocacy, Canada, CDIC Documents (1) for ISDA Response to 2021 CDIC Amendments ISDA Letter - Proposed Amendments to CDIC Act (final)(pdf) will open in a new tab or window
Credit July 29, 2021 Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations 2014 Definitions Confirmation CDS Matrix v29 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (0) for Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations