ISDA Letter to US Prudential Regulators on Revised Margin Requirements

On December 9, 2019, ISDA responded to the Notice of Proposed Rulemaking and Request for Comments regarding Margin and Capital Requirements for Covered Swap Entities issued by the US prudential regulators.  The proposed rulemaking extends the phase-in period for initial margin, preserves the legacy status for swaps amended due to the IBOR transition and certain post-trade events, and removes the obligation for affiliates to exchange initial margin.

Documents (1) for ISDA Letter to US Prudential Regulators on Revised Margin Requirements

SwapsInfo Full Year 2024 and Q4 2024

Interest rate derivatives (IRD) trading activity increased in 2024, driven by interest rate volatility, adjustments in central bank policies and shifting market expectations on inflation and economic growth. Index credit derivatives also saw increased activity, as measured by traded notional,...