Calculating Initial Margin
DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Calculating Initial Margin
Tag: Initial Margin (IM)
Segregation and Eligible Collateral
DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Segregation and Eligible Collateral
Links
- Triparty vs. Third Party Segregated Accounts Overview will open in a new tab or window
- Connecting to Custodians: A Video Overview to Prepare for UMR Onboarding
- ISDA Non-Cleared Margin Podcast: Operational and Documentation Overview of Triparty and Third Party Segregation Structures
- ISDA Non-Cleared Margin Podcast: Automating Release of Collateral in Third Party Segregated Accounts
- Third Party Segregated Account Collateral Release Automation - Recorded Webinar
- Eligible Collateral Comparison by Jurisdiction
- Collateral schedules introduction memo and access information will open in a new tab or window
- ISDA Custodian Management Transformation Toolkit
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
2020 Looming Large
It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large
Documents (0) for 2020 Looming Large
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
Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
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 Response to US Proposed Rule-making on Swap Margin Requirements
ISDA has published the following response to US proposed rule-making on swap margin requirements. “We... Read more ISDA Response to US Proposed Rule-making on Swap Margin Requirements
Documents (1) for ISDA Response to US Proposed Rule-making on Swap Margin Requirements
ISDA Create to Add New Custody Function for Initial Margin
ISDA and Linklaters have announced the addition of a new custody function on ISDA Create’s... Read more ISDA Create to Add New Custody Function for Initial Margin