Benchmarks May 16, 2019 May 2019 Benchmark Fallbacks Consultations Supplemental Consultation on Spread and Term Adjustments for Fallbacks in Derivatives Referencing USD LIBOR, CDOR... Read more May 2019 Benchmark Fallbacks Consultations Documents (0) for May 2019 Benchmark Fallbacks Consultations
Memoranda May 14, 2019 ISDA Explanatory Note on Application of EMIR REFIT to Alternative Investment Funds (AIFs) The EMIR REFIT will result in an expansion of the scope of AIFs that are... Read more ISDA Explanatory Note on Application of EMIR REFIT to Alternative Investment Funds (AIFs) Tags: Alternative Investment Funds (AIFs), EMIR, EMIR REFIT Documents (3) for ISDA Explanatory Note on Application of EMIR REFIT to Alternative Investment Funds (AIFs) ISDA EMIR REFIT Explanatory Note AIFS - updated 7th June 2019(pdf) will open in a new tab or window ISDA EMIR REFIT Explanatory Note AIFS (Japanese translation) - Updated 7 June 2019(pdf) will open in a new tab or window ISDA EMIR REFIT Explanatory Note AIFs (Korean translation)(pdf) will open in a new tab or window
Documentation May 9, 2019 Compliance with IM Regulatory Requirements under the IM Threshold This document summarizes key steps that firms coming into scope of the regulatory IM requirements... Read more Compliance with IM Regulatory Requirements under the IM Threshold Tags: IM Threshold, Phase 5 Documents (1) for Compliance with IM Regulatory Requirements under the IM Threshold ISDA ComplianceSteps PostBCBS-IOSCO 2019.05.21(pdf) will open in a new tab or window
Studies April 29, 2019 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value
Equity April 23, 2019 ISDA Guidance for 2019 Japanese Golden Week ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions Tags: Equity Derivatives, FX Derivatives, Interest Rate Derivatives, Market Closure Documents (3) for ISDA Guidance for 2019 Japanese Golden Week ISDA guidance 2019 Japanese Golden Week – Equity Derivatives(pdf) will open in a new tab or window ISDA guidance 2019 Japanese Golden Week – Interest Rate Derivatives(pdf) will open in a new tab or window ISDA guidance 2019 Japanese Golden Week – FX Derivatives(pdf) will open in a new tab or window
Europe April 16, 2019 Response to European Commission’s Draft Equivalence Decisions for Financial Benchmarks in Singapore and Australia ISDA and FIA have responded to the European Commission’s feedback consultation regarding the draft equivalence... Read more Response to European Commission’s Draft Equivalence Decisions for Financial Benchmarks in Singapore and Australia Documents (1) for Response to European Commission’s Draft Equivalence Decisions for Financial Benchmarks in Singapore and Australia isda-fia feedback on recognition of financial benchmarks in singapore and australia 160419 final(pdf) will open in a new tab or window
Inflation March 21, 2019 ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index ISDA Market Practice Guidance for rebasing of the German Consumer Price Index Tags: Consumer Price Index (CPI) Documents (1) for ISDA Market Practice Guidance for Rebasing of the German Consumer Price Index Rebasing-Market-Guidance - German CPI - Final(pdf) will open in a new tab or window
Clearing March 15, 2019 CCP Recovery and resolution: Incentives Analysis The International Swaps and Derivatives Association (ISDA), The Futures Industry Association (FIA) and the Institute... Read more CCP Recovery and resolution: Incentives Analysis Documents (1) for CCP Recovery and resolution: Incentives Analysis CCP R+R Incentives Analysis(pdf) will open in a new tab or window
Credit March 6, 2019 Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events Tags: Credit Default Swaps (CDS), Credit Derivatives Documents (1) for Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events 20190320 NTCE consultation doc complete(pdf) will open in a new tab or window
Inflation March 1, 2019 ISDA Guidance Regarding Recent Developments Relating to HICP ISDA guidance regarding recent developments relating to HICP Tags: Credit, HICP Documents (1) for ISDA Guidance Regarding Recent Developments Relating to HICP ISDA Guidance HICPxT Final(pdf) will open in a new tab or window