The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
The Present Value
Benchmark Fallbacks
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of... Read more Benchmark Fallbacks
Documents (0) for Benchmark Fallbacks
ICE Swap Rate – December 24 and December 31, 2019
ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more ICE Swap Rate – December 24 and December 31, 2019
Documents (1) for ICE Swap Rate – December 24 and December 31, 2019
Master Regulatory Reporting Agreement
On 19th December, 2019, The Association of Financial Markets in Europe (AFME), Futures Industry Association... Read more Master Regulatory Reporting Agreement
Documents (6) for Master Regulatory Reporting Agreement
Economic Sanctions Programs & Derivatives
The expanded and increasingly novel use of targeted economic sanctions programs in recent years has... Read more Economic Sanctions Programs & Derivatives
Documents (1) for Economic Sanctions Programs & Derivatives
December 2019 Benchmark Fallbacks Supplemental Consultation
Supplemental Consultation on Spread and Term Adjustments, including Final Parameters thereof, for Fallbacks in Derivatives... Read more December 2019 Benchmark Fallbacks Supplemental Consultation
Documents (0) for December 2019 Benchmark Fallbacks Supplemental Consultation
Joint ISDA/GFMA Response to the LEI ROC Consultation – LEI Eligibility for General Government Entities
The joint International Swaps and Derivatives Association, Inc. (ISDA) and Global Financial Markets Association (GFMA)... Read more Joint ISDA/GFMA Response to the LEI ROC Consultation - LEI Eligibility for General Government Entities
Documents (1) for Joint ISDA/GFMA Response to the LEI ROC Consultation – LEI Eligibility for General Government Entities
ISDA Letter to US Prudential Regulators on Revised Margin Requirements
On December 9, 2019, ISDA responded to the Notice of Proposed Rulemaking and Request for... Read more ISDA Letter to US Prudential Regulators on Revised Margin Requirements
Documents (1) for ISDA Letter to US Prudential Regulators on Revised Margin Requirements
ISDA Comment Letter to US Commodity Futures and Trading Commission (CFTC) Proposed Rules regarding Exemption from Derivatives Clearing Organization Registration
ISDA filed the attached comment letter in response to the CFTC’s proposal to amend certain... Read more ISDA Comment Letter to US Commodity Futures and Trading Commission (CFTC) Proposed Rules regarding Exemption from Derivatives Clearing Organization Registration
Documents (1) for ISDA Comment Letter to US Commodity Futures and Trading Commission (CFTC) Proposed Rules regarding Exemption from Derivatives Clearing Organization Registration
ISDA Comment Letter to US Commodity Futures and Trading Commission (CFTC) Proposed Rules regarding Alternative Compliance for Non-U.S. Derivatives Clearing Organizations
ISDA filed the attached commet letter in response to the CFTC’s proposal to provide an... Read more ISDA Comment Letter to US Commodity Futures and Trading Commission (CFTC) Proposed Rules regarding Alternative Compliance for Non-U.S. Derivatives Clearing Organizations