Variation Margin Protocol Supplemental Rules Exhibits

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.

Revised EMIR Supplemental Rules Exhibit (Dec. 16, 2016)
Japanese Notification Time Amendments Supplemental Rules Exhibit (Jan. 13, 2017)
Australia Rules Supplemental Rules Exhibit (Jan. 20, 2017)
Non-netting Supplemental Rules Exhibit (Jan. 20, 2017)
Segregation Amendments Supplemental Rules Exhibit (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Rules Exhibits (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...