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)

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...

ISDA Response to HMT, BoE on UK CCPs

On November 18, ISDA submitted its responses to the Bank of England (BoE) consultation on ensuring the resilience of central counterparties (CCPs) and the UK Treasury’s (HMT) two draft CCP statutory instruments (SIs). These consultations form part of the update...

Doubling Down on Appropriate Trading Book Capital

Throughout ISDA’s 40th anniversary year, we’ve been reflecting on the quest for greater consistency and efficiency that underpins everything we’ve achieved since 1985. It was at the heart of the original efforts to bring greater standardization to the nascent derivatives...