Industry Implementation Considerations

This document has been prepared by ISDA to assist its members in highlighting some potential considerations for implementation of the initiative to reduce the frequency of which Single Name CDS transactions roll to the new ‘on-the-run’ contract.

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...