ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

On July 15, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an addendum to the joint US Basel III “endgame” notice of proposed rulemaking (NPR). The addendum contains a proposal for general interest rate risk (GIRR) curvature to fix an issue that was recently identified.

Documents (1) for ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

ISDA & EMTA Publish New FX Definitions

ISDA and EMTA, Inc., the trade association for emerging markets, have jointly published a revised set of standard definitions for foreign exchange (FX) derivatives transactions, which update key market practices and consolidate various FX and FX-related product templates and provisions...

ISDA Position Paper on SFDR Review

On February 27, ISDA and the Association for Financial Markets in Europe (AFME) published a position paper on the European Commission’s (EC) proposed revisions to the Sustainable Finance Disclosure Regulation (SFDR 2.0). The paper welcomes the EC’s proposal as a...