Collateral – International Swaps and Derivatives Association

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Tag: Collateral

Collateral Agreement Interest Rate Definitions Version 1.0 and 2.0

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more

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ISDA 2019 French IM Collateral Documents for Use with a Bank Custodian

The following French law governed documents are used to document a collateral arrangement between two... Read more

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Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit... Read more

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Template Form of Bilateral Agreement for Amending References to USD Interest Rates in Credit Support Documents (docx)

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit... Read more

Free downloads (1) for Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents (docx)

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD... Read more

Free downloads (1) for Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD Interest Rates in Credit Support Documents

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD Interest Rates in Credit Support Documents (docx)

Research Notes | June 3, 2020

Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2019

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows that... Read more

Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2019

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Surveys | April 14, 2020

ISDA Margin Survey Year-End 2019

The ISDA Margin Survey looks at the impact of regulatory and other changes on collateral... Read more

Documents (1) for ISDA Margin Survey Year-End 2019

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ISDA Regulatory Initial Margin AANA Self-Disclosure Letter (October 31, 2019)

The ISDA Regulatory Initial Margin AANA Self-Disclosure Letter (the “SDL”) and accompanying Answer Sheet, published... Read more

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Documentation | October 2, 2019

ISDA Letter to EU Policy Makers on Money Market Funds as Initial Margin

Documents (1) for ISDA Letter to EU Policy Makers on Money Market Funds as Initial Margin

ISDA Letter to EU policy makers - Money Market Funds 9.30.19(pdf) will open in a new tab or window

Documentation | September 27, 2019

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

Documents (1) for Joint Trade Association Letter on Cash and Money Market Funds as Initial Margin

ISDA - Letter to US Regulators - Cash and Money Market Funds as Initial Margin 8.1.19(pdf) will open in a new tab or window