Equity January 15, 2024 Publication of the Equity Definitions VE ISDA has published version 1.0 of the ISDA Equity Derivatives Definitions (Versionable Edition) (the “Equity Definitions... Read more Publication of the Equity Definitions VE Tags: Equity Definitions, Equity Derivatives Documents (0) for Publication of the Equity Definitions VE
Interest Rate December 23, 2023 Notice of Enactment of New Brazilian Holiday Please find attached EMTA-ISDA note regarding the enactment of a new public holiday in Brazil. Tags: Brazil, Emerging Markets, FX, FX Derivatives, Interest Rate Derivatives, Latin America Documents (1) for Notice of Enactment of New Brazilian Holiday EMTA ISDA B3 Note 122223(pdf) will open in a new tab or window
Interest Rate December 7, 2023 June 2024 IMM Date Market Practice Note ISDA has published the attached market practice note regarding the Effective Date for OTC interest... Read more June 2024 IMM Date Market Practice Note Tags: Benchmarks, SOFR, Trading Documents (1) for June 2024 IMM Date Market Practice Note Market Practice Note IMM dates Juneteenth 2024(doc) will open in a new tab or window
Global December 7, 2023 Economic Sanctions Programs and Derivatives ISDA published its whitepaper (available here) in 2019 to inform market participants and regulators of... Read more Economic Sanctions Programs and Derivatives Tags: European Public Policy, Sanctions, US Public Policy Documents (1) for Economic Sanctions Programs and Derivatives Economic Sanctions Programs & Derivatives Retrospective Analysis 2020-2023(pdf) will open in a new tab or window
Equity November 8, 2023 Initiative to Enhance the Equity Definitions Following consultations and agreement with members of the ISDA Equity Steering Committee (“ESC”), ISDA has... Read more Initiative to Enhance the Equity Definitions Tags: Equity Definitions, Equity Derivatives, Equity Swap Documents (0) for Initiative to Enhance the Equity Definitions
FX November 6, 2023 Strategy for Updating the FX Definitions ISDA recently undertook a survey to better understand if and how the 1998 FX and... Read more Strategy for Updating the FX Definitions Tags: Documentation, FX Definitions, FX Derivatives, Legal Documents (1) for Strategy for Updating the FX Definitions FX Defs - Update Strategy (updated November 2023)(pdf) will open in a new tab or window
Interest Rate October 31, 2023 ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR Tags: Benchmarks, Interest Rate Derivatives Documents (1) for ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR(pdf) will open in a new tab or window
ISDA SIMM October 4, 2023 Letters to EU Authorities on Final Draft RTS on Initial Margin Model Validation ISDA has requested amendments from the European Commission, Parliament and Council in support of the... Read more Letters to EU Authorities on Final Draft RTS on Initial Margin Model Validation Tags: European Banking Authority (EBA), European Commission (EC), IM Documents (2) for Letters to EU Authorities on Final Draft RTS on Initial Margin Model Validation EU-IMMV-RTS-Letter EBA-RTS-Changes 100323(pdf) will open in a new tab or window EU-IMMV-RTS-Letter Level-One-Changes 100323(pdf) will open in a new tab or window
Inflation September 29, 2023 ISDA Guidance – Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)” On September 25, 2023, Reuters reported concerns that publication of the September 2023 level of CPI-U could... Read more ISDA Guidance - Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)” Tags: Consumer Price Index (CPI) Documents (1) for ISDA Guidance – Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)” ISDA Guidance for Delayed Publication of CPI-U (Published Guidance)(pdf) will open in a new tab or window
Europe September 27, 2023 Trade Associations Submit Briefing on EU’s REMIT Article 9 On September 20, ISDA and six other trade associations sent a joint briefing to EU... Read more Trade Associations Submit Briefing on EU’s REMIT Article 9 Tags: ESG, REMIT, Sustainable Finance Documents (1) for Trade Associations Submit Briefing on EU’s REMIT Article 9 REMIT-Joint TA briefing-Art 9(pdf) will open in a new tab or window