The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
The Present Value
ISDA Smart Contracts
ISDA Papers on DLT and Smart Contracts ISDA has published a number of papers exploring... Read more ISDA Smart Contracts
ISDA Common Domain Model
ISDA Common Domain Model (ISDA CDM)…..Why now? “The current derivatives infrastructure is hugely inefficient and... Read more ISDA Common Domain Model
Documents (0) for ISDA Common Domain Model
Documents (1) for ISDA Letter to EU Policy Makers on Money Market Funds as Initial Margin
Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
On August 1, 2019, ISDA sent a letter to the CFTC and US Prudential regulators,... Read more Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
Documents (1) for Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
September 2019 Consultation on Final Parameters
This consultation sought input on the final parameters related for the adjustments that will apply... Read more September 2019 Consultation on Final Parameters
Documents (0) for September 2019 Consultation on Final Parameters
A Primer on Field 41: IR Term of Contract
A primer on the upcoming Field 41 changes (term of contract), which will become effective... Read more A Primer on Field 41: IR Term of Contract
Documents (1) for A Primer on Field 41: IR Term of Contract
Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs
The below information supplements the “plain English” disclosures available on the CFTC’s website. The information... Read more Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs
Documents (0) for Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs
ISDA Taxonomy 2.0 – Finalized
The changes to the ISDA Taxonomy 2.0, proposed in the July 26 public consultation (see... Read more ISDA Taxonomy 2.0 – Finalized
Documents (1) for ISDA Taxonomy 2.0 – Finalized
ISDA Publishes ISDA SIMM™ v2.2
ISDA has published the ISDA SIMM™ Methodology, version 2.2, with an Effective Date of December... Read more ISDA Publishes ISDA SIMM™ v2.2