2020 Pre-Cessation Fallback Consultation
This consultation seeks input on whether to add a pre-cessation trigger to the permanent cessation... Read more 2020 Pre-Cessation Fallback Consultation
2020 Pre-Cessation Fallback Consultation
ISDA Regulatory Margin Self-Disclosure Letter – Brazil
The ISDA Regulatory Margin Self-Disclosure Letter – Brazil Supplement published on February 10, 2020 is... Read more ISDA Regulatory Margin Self-Disclosure Letter – Brazil
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Private International Law Aspects of Smart Derivatives Contracts Utilizing DLT
ISDA, in collaboration with Clifford Chance, R3 and the Singapore Academy of Law, have published... Read more Private International Law Aspects of Smart Derivatives Contracts Utilizing DLT
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Preparing for UMR: AANA, Documentation, and Project Planning
DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Preparing for UMR: AANA, Documentation, and Project Planning
Links
- UMR By The Numbers
- AANA Calculation Periods and Compliance Dates
- GRID Notional and Tenor Survey Results will open in a new tab or window
- AANA Self-Disclosure Letter and Answer Sheet (via ISDA Library)
- Multi-lateral Self-Disclosure
- ISDA U.S Self Disclosure Letter (including re: CFTC, PR and SEC margin requirements) will open in a new tab or window
- Getting Ready for Initial Margin: The Steps to Take
- ISDA UMR In-Scope Products Chart
- Equivalence Determinations for Non-Cleared Margin Requirements
- Where to Begin — Guide to Initial Margin Documentation will open in a new tab or window
- User's Guide to ISDA 2018 & 2019 Regulatory Initial Margin Documentation will open in a new tab or window
- Summary of ISDA Initial Margin Documentation will open in a new tab or window
- Compliance Steps Post BCBS IOSCO Recommendations will open in a new tab or window
- Uncleared Margin Rules Implementation Project Checklist and Controls will open in a new tab or window
- ISDA Non-Cleared Margin Podcast: Margin Approaches – The Relationship Between Independent Amount and Regulatory Initial Margin
- Margin Approaches — The Relationship between Independent Amount and Regulatory IM will open in a new tab or window
- Consensus List for Operational Implementation of Uncleared Margin Risk Monitoring will open in a new tab or window
- Trade Life Cycle Events Guidance will open in a new tab or window
- ISDA / Clifford Chance Briefing: Beyond Brexit: EU vs UK Margin Rules for OTC Derivatives
- Third Party and Triparty Onboarding and KYC Checklists will open in a new tab or window
- IM Phase 5 and 6 Estimates will open in a new tab or window
Calculating Initial Margin
DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Calculating Initial Margin
Segregation and Eligible Collateral
DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Segregation and Eligible Collateral
Links
- Triparty vs. Third Party Segregated Accounts Overview will open in a new tab or window
- Connecting to Custodians: A Video Overview to Prepare for UMR Onboarding
- ISDA Non-Cleared Margin Podcast: Operational and Documentation Overview of Triparty and Third Party Segregation Structures
- ISDA Non-Cleared Margin Podcast: Automating Release of Collateral in Third Party Segregated Accounts
- Third Party Segregated Account Collateral Release Automation - Recorded Webinar
- Eligible Collateral Comparison by Jurisdiction
- Collateral schedules introduction memo and access information will open in a new tab or window
- ISDA Custodian Management Transformation Toolkit
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
Benchmark Fallbacks
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of... Read more Benchmark Fallbacks
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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