Tag: Initial Margin

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

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Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

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 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
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