Infrastructure Archives | Page 2 of 61 | International Swaps and Derivatives Association

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Asset Classes | March 30, 2020

Swaptions: “Agreed Discount Rate” Supplement to the 2006 ISDA Definitions Published

Supplement 64 to the 2006 ISDA Definitions has been published today, March 30th, 2020, to… Read more Swaptions: “Agreed Discount Rate” Supplement to the 2006 ISDA Definitions Published

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Asset Classes | September 16, 2019

ISDA Launches NTCE Protocol for Adherence

ISDA has launched a protocol to allow market participants to amend their legacy credit derivatives... Read more

Documents (0) for ISDA Launches NTCE Protocol for Adherence

Data & Reporting | September 12, 2019

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

Documents (1) for A Primer on Field 41: IR Term of Contract

A primer on Field 41-final(pdf) will open in a new tab or window

Asset Classes | September 10, 2019

EURIBOR reform FAQs

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more

Documents (1) for EURIBOR reform FAQs

ISDA EURIBOR reform FAQs -10 Sept(pdf) will open in a new tab or window

Data & Reporting | September 4, 2019

ISDA Taxonomy 2.0 – Finalized

The changes to the ISDA Taxonomy 2.0, proposed in the July 26 public consultation (see... Read more

Documents (1) for ISDA Taxonomy 2.0 – Finalized

ISDA-Taxonomy EQ-CR-FX-IR v2.0 3 September 2019 FINAL(xls) will open in a new tab or window

Clearing | August 9, 2019

ISDA and FIA Respond to the CPMI-IOSCO Discussion Paper on CCP Default Management Auctions

ISDA and FIA (associations) welcome the efforts by CPMI and IOSCO on auction design, especially... Read more

Documents (1) for ISDA and FIA Respond to the CPMI-IOSCO Discussion Paper on CCP Default Management Auctions

FIA-ISDA Response to IOSCO Auction DP final(pdf) will open in a new tab or window

Clearing | July 31, 2019

Final Response to Tiering and Comparable Compliance ESMA

On 29 July, FIA, ISDA and AFME responded to the ESMA consultations (i) draft technical... Read more

Documents (1) for Final Response to Tiering and Comparable Compliance ESMA

FIA ISDA AFME- Final response to tiering and comparable compliance ESMA -20190729(pdf) will open in a new tab or window

Data & Reporting | July 29, 2019

DSB User Consultation 2019 Consultation 2 ISDA Response Final

Second 2019 ANNA DSB industry consultation to determine priorities for 2020.

Documents (1) for DSB User Consultation 2019 Consultation 2 ISDA Response Final

DSB Second Consultation Paper for 2019 ISDA response-final(pdf) will open in a new tab or window

Data & Reporting | July 26, 2019

ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

Changes have been proposed to Taxonomy 2.0 for the interest rate and credit classifications. See... Read more

Documents (1) for ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

ISDA Taxonomy EQ-CR-FX-IR v2.0 - 30 August 2019 - DRAFT(xls) will open in a new tab or window

Data & Reporting | July 24, 2019

ISDA Taxonomy 1.0 – Regulatory Reporting

The original ISDA OTC Derivatives Taxonomy (“Taxonomy v1.0”) has been in use for cross-jurisdictional reporting... Read more

Documents (1) for ISDA Taxonomy 1.0 – Regulatory Reporting

ISDA OTC Derivatives Taxonomy v1.0 Reporting 14 Feb 2018 FINAL(xls) will open in a new tab or window

Data & Reporting | June 5, 2019

DSB User Consultation 2019 Consultation 1 ISDA Response Final

First 2019 ANNA DSB industry consultation to determine priorities for 2020.

Documents (1) for DSB User Consultation 2019 Consultation 1 ISDA Response Final

DSB user consultation 2019 consultation 1 ISDA response final(pdf) will open in a new tab or window