ISDA Letter on IBOR Transition and EMIR Grandfathering

ISDA wrote a letter to the European Commission and the European Securities and Markets Authority in support of an urgent request by the Chair of the EU Risk-free Rate Working Group for a statement clarifying that amendments to existing transactions for benchmark reform purposes would not have the effect of imposing margin or clearing obligations under the European Markets Infrastructure Regulation (EMIR).  The letter emphasizes the importance of ensuring the clarification applies to benchmarks generally and flags that future transition initiatives may require additional regulatory assistance in the form of guidance or legislative instruments.

Documents (1) for ISDA Letter on IBOR Transition and EMIR Grandfathering

ISDA Response to ESMA on CCP Model Validation

On April 7, ISDA responded to the European Securities and Markets Authority’s (ESMA) consultation on draft regulatory technical standards (RTS) under article 49(5) of the European Market Infrastructure Regulation (EMIR), on the conditions for an application for validation of model...

Cross-product Netting Under US Capital Rules

ISDA, FIA and the Securities Industry and Financial Markets Association (SIFMA) have developed a discussion paper to: (i) provide an overview of cross-margining programs developed by clearing organizations and their importance in the context of implementing recent market reforms with...