ISDA Template Collateral Schedules

ISDA Template Collateral Schedules

These template collateral schedules provide counterparties with pre-selected lists of eligible collateral types and minimum regulatory haircuts (depending on the applicable credit quality), which can be used as a starting point for negotiation between parties in scope for regulatory initial margin. Ten template schedules have been developed to accommodate three permutations of bonds issued by governments and supranationals, two minimum credit qualities (A- / A3 and above and BBB- / Baa3 and above), and differences between regulatory requirements for haircuts in the US, EU and Japan.

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