Joint Trade Association Letter on Impact of COVID-19 on Initial Margin Phase-in

Documents (1) for Joint Trade Association Letter on Impact of COVID-19 on Initial Margin Phase-in

• IMPhase5-6COVID-19Letter(pdf) will open in a new tab or window

Preparing for UMR: AANA, Documentation, and Project Planning

Links

• UMR By The Numbers
• AANA Calculation Periods and Compliance Dates
• GRID Notional and Tenor Survey Results will open in a new tab or window
• AANA Self-Disclosure Letter and Answer Sheet (via ISDA Library)
• Multi-lateral Self-Disclosure
• ISDA U.S Self Disclosure Letter (including re: CFTC, PR and SEC margin requirements) will open in a new tab or window
• Getting Ready for Initial Margin: The Steps to Take
• ISDA UMR In-Scope Products Chart
• Equivalence Determinations for Non-Cleared Margin Requirements
• Where to Begin — Guide to Initial Margin Documentation will open in a new tab or window
• User's Guide to ISDA 2018 & 2019 Regulatory Initial Margin Documentation will open in a new tab or window
• Summary of ISDA Initial Margin Documentation will open in a new tab or window
• Compliance Steps Post BCBS IOSCO Recommendations will open in a new tab or window
• Uncleared Margin Rules Implementation Project Checklist and Controls will open in a new tab or window
• ISDA Non-Cleared Margin Podcast: Margin Approaches – The Relationship Between Independent Amount and Regulatory Initial Margin
• Margin Approaches — The Relationship between Independent Amount and Regulatory IM will open in a new tab or window
• Consensus List for Operational Implementation of Uncleared Margin Risk Monitoring will open in a new tab or window
• Trade Life Cycle Events Guidance will open in a new tab or window
• ISDA / Clifford Chance Briefing: Beyond Brexit: EU vs UK Margin Rules for OTC Derivatives
• Third Party and Triparty Onboarding and KYC Checklists will open in a new tab or window
• IM Phase 5 and 6 Estimates will open in a new tab or window

Calculating Initial Margin

Links

• Initial Margin Calculation Methods: SIMM and Grid will open in a new tab or window
• GRID Notional and Tenor Survey Results will open in a new tab or window
• IM Threshold Monitoring

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

Documents (1) for Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives

• Guide to Cross-border Application of US EU and Japan Margin Rules for Non-cleared Derivatives(pdf) will open in a new tab or window

2020 Looming Large

Documents (0) for 2020 Looming Large

ISDA Letter to US Prudential Regulators on Revised Margin Requirements

Documents (1) for ISDA Letter to US Prudential Regulators on Revised Margin Requirements

• Final ISDA Margin NPR Comment 12.9.19(pdf) will open in a new tab or window

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

• PRA CP17 19 - ISDA-AFME-UKFinance - Counterparty credit risk - Treatment of model limitations in banks internal models(pdf) will open in a new tab or window

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

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