ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

A Positive Step to Improve the FRTB in the EU

As the Basel III capital reforms are finalized for implementation in key jurisdictions, ISDA is maintaining a laser focus on making sure the rules are robust and risk-appropriate. Simply put, if capital requirements are set disproportionately high, this will have...