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)

ISDA Letter to BCBS on RMA Models

On July 24, ISDA wrote to the Basel Committee on Banking Supervision (BCBS) to request guidance on how the proposed Risk Mitigation Accounting (RMA) model under International Financial Reporting Standard (IFRS) 9/IFRS 7 should be treated for prudential regulatory capital...