ISDA Publishes ISDA SIMM v2.3

ISDA has published the ISDA SIMM™ Methodology, version 2.3, with an Effective Date of December 5, 2020. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology.

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Episode 48: ISDA at 40

To mark ISDA’s 40th anniversary, The Swap meets two pioneers of the derivatives market, Tom Jasper and Jeffrey Golden, to discuss the emergence of derivatives and the importance of standards. Please view this page via Chrome to access the recording.

Response on Options and Discretions

On January 24, ISDA and the Association for Financial Markets in Europe (AFME) responded to the European Central Bank’s (ECB) consultation on its approach to options and discretions under EU law. In the response, the associations highlight the efforts of...