Recipient PCA Principal Annex

To adhere to the Protocol and for FAQs and other information regarding the Protocol, please go to the ISDA 2016 Variation Margin Protocol page.
For a description of the documents below, please see “How is the Protocol structured? What is the purpose of the different Protocol documents?” on the Protocol FAQs page.

Recipient PCA Principal Annex

Revised EMIR Supplemental Annex (Dec. 16, 2016)

Japanese Notification Time Amendments Supplemental Annex (Jan. 13, 2017)

Non-netting Supplemental Annex (Jan. 20, 2017)

Segregation Amendments Supplemental Annex (Jan. 26, 2017)

Swiss (FMIA) rules Supplemental Annex (May 9, 2017)

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...