ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

Changes have been proposed to Taxonomy 2.0 for the interest rate and credit classifications. See the Change Log for details. The following tabs have been updated:

  • Interest rate
  • Interest rate full
  • Credit full

(color coding: red for deletions, green for additions)

A link to the updated Taxonomy 2.0 is provided below.

Note that there are no changes to Taxonomy 1.0.

Input or objections to the proposed changes can sent to ehsu@isda.org during the 30-day comment period.

Documents (1) for ISDA Taxonomy 2.0 Proposed Changes – 30-Day Review Period (July 26, 2019 – August 26, 2019)

Maintaining Focus on Basel III Endgame Recalibration

In its original form, the US Basel III endgame proposal would have resulted in disproportionate increases in capital for trading book activities, forcing banks to make difficult choices about their participation in certain businesses. After two-and-a-half years, a revised proposal...

IRRBB Management in EMDEs

Interest rate risk in the banking book (IRRBB) has become a growing priority for banks and regulators in emerging market and developing economies (EMDEs). As many of these countries face monetary tightening cycles and ongoing macroeconomic volatility, bank balance sheets...

Response to CPMI-IOSCO on Consultation

On February 5, ISDA and FIA responded to the Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) consultation on the management of general business risks and general business losses by financial market infrastructures (FMIs)....