New CSA Exhibit – New York Law

To adhere to the Protocol and for FAQs and other information regarding the Protocol, please go to the ISDA 2016 Variation Margin Protocol page.
For a description of the documents below, please see “How is the Protocol structured? What is the purpose of the different Protocol documents?” on the Protocol FAQs page.

 

New CSA Exhibit – New York law CSA

Revised EMIR Supplemental Exhibit (Dec. 16, 2016)

Australia Rules Supplemental Exhibit (Jan. 20, 2017)

Non-netting Supplemental Exhibit (Jan. 20, 2017)

Segregation Amendments Supplemental Exhibit (Jan. 26, 2017)

Swiss (FMIA) rules Supplemental Rules Supplemental Exhibit (May 9, 2017)

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...

ISDA Response to HMT, BoE on UK CCPs

On November 18, ISDA submitted its responses to the Bank of England (BoE) consultation on ensuring the resilience of central counterparties (CCPs) and the UK Treasury’s (HMT) two draft CCP statutory instruments (SIs). These consultations form part of the update...

Doubling Down on Appropriate Trading Book Capital

Throughout ISDA’s 40th anniversary year, we’ve been reflecting on the quest for greater consistency and efficiency that underpins everything we’ve achieved since 1985. It was at the heart of the original efforts to bring greater standardization to the nascent derivatives...