June 19, 2020 Compilation and comparison summary chart of derivatives projects which are subject to… Read more Derivatives Subject to Margin Rules
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Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives
A large number of counterparties will come into scope of initial margin (IM) requirements for... Read more Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives
Documents (1) for Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives
ISDA Letter to US Prudential Regulators on Revised Margin Requirements
On December 9, 2019, ISDA responded to the Notice of Proposed Rulemaking and Request for... Read more ISDA Letter to US Prudential Regulators on Revised Margin Requirements
Documents (1) for ISDA Letter to US Prudential Regulators on Revised Margin Requirements
Documents (1) for ISDA Letter to EU Policy Makers on Money Market Funds as Initial Margin
Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
On August 1, 2019, ISDA sent a letter to the CFTC and US Prudential regulators,... Read more Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
Documents (1) for Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin
ISDA Self-Disclosure Exercise for Regulatory IM Phases 4 and 5
Following the July 23rd Statement by BCBS and IOSCO revising the timeline for compliance with initial... Read more ISDA Self-Disclosure Exercise for Regulatory IM Phases 4 and 5
Documents (2) for ISDA Self-Disclosure Exercise for Regulatory IM Phases 4 and 5
ISDA Publishes ISDA SIMM™ v2.2
ISDA has published the ISDA SIMM™ Methodology, version 2.2, with an Effective Date of December... Read more ISDA Publishes ISDA SIMM™ v2.2
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Implementation of Margin Requirements and Market Fragmentation
Jurisdictions across the globe have implemented margin requirements for non-cleared derivatives, largely in line with... Read more Implementation of Margin Requirements and Market Fragmentation
Documents (1) for Implementation of Margin Requirements and Market Fragmentation
ISDA Letter to US Regulators on $50M IM Threshold and Documentation Requirement
ISDA, SIFMA, GFXD and SIFMA AMG are requesting that US regulators provide clarification that covered... Read more ISDA Letter to US Regulators on $50M IM Threshold and Documentation Requirement
Documents (1) for ISDA Letter to US Regulators on $50M IM Threshold and Documentation Requirement
Calculating Phase-Five AANA for US Regulations
The phase-five initial margin (IM) calculation period in the US is June-August 2019, and not... Read more Calculating Phase-Five AANA for US Regulations
Documents (1) for Calculating Phase-Five AANA for US Regulations
ISDA Letter to ESAs on IM Model Requirements
The International Swaps and Derivatives Association, Inc. (ISDA), the Securities Industry and Financial Markets Association... Read more ISDA Letter to ESAs on IM Model Requirements