Compliance with IM Regulatory Requirements under the IM Threshold

This document summarizes key steps that firms coming into scope of the regulatory IM requirements in 2019 and 2020 need to take regardless of whether they may be able to delay documentation, custodial or operational requirements because one or more of their relationships does not exceed the allowable IM exchange threshold.

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ISDA Symposium® – Phase 4, Phase 5 and the Future of Initial Margin (IM) Documentation
IM Requirements, ISDA Documents & Streamlined IM Negotiation
Wednesday, June 12, 2019
New York

       

Documents (1) for Compliance with IM Regulatory Requirements under the IM Threshold

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...

ISDA-Actrix US Treasury Clearing Indicators

This report provides indicators that illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities and Exchange Commission's...

US Treasury Repo Market Indicators Methodology

This paper is intended for market participants interested in the structure and methodology used to construct the ISDA-Actrix US Treasury Repo Market Clearing Indicators. It provides precise details allowing participants to access the publicly available data and replicate the calculations...