LIFFE Disruption – September 30, 2011

Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance Swap transactions which are documented under Revised 2007 European Variance Master Confirmation Agreement and reference LIFFE as the Related Exchange.

Documents (1) for LIFFE Disruption – September 30, 2011

A Positive Step to Improve the FRTB in the EU

As the Basel III capital reforms are finalized for implementation in key jurisdictions, ISDA is maintaining a laser focus on making sure the rules are robust and risk-appropriate. Simply put, if capital requirements are set disproportionately high, this will have...