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)
Documents (6) for New CSA Exhibit – New York Law
- 3ny-new-new-csa-exhibit(pdf) will open in a new tab or window
- 3ny-law-revised-emir-supplement-for-new-csa-exhibit(pdf) will open in a new tab or window
- 3aus-supplement-ny-law-new-csa(pdf) will open in a new tab or window
- 3non-netting-ny-law-new-csa(pdf) will open in a new tab or window
- 3seg-amends-ny-law-new-csa(pdf) will open in a new tab or window
- 3fmia-supplement-for-ny-new(pdf) will open in a new tab or window
Latest
Response on Proposed Changes to Transaction Rules
On May 22, ISDA and the Global Foreign Exchange Division (GFXD) of the Global Financial Markets Association submitted a joint response to the Australian Securities and Investments Commission's (ASIC) consultation on proposed changes to the ASIC Derivative Transaction Rules (Reporting)...
EBA FRTB-ASA Benchmarking Support for Newly In-scope Banks
A new regulatory requirement is expected to bring additional EU banks into scope for submitting Fundamental Review of the Trading Book (FRTB) Alternative Standardized Approach (ASA) capital as part of the European Banking Authority’s (EBA) benchmarking exercise. ISDA Capital Models...
Joint Letter on Sunset of Swaps TR Rules
On May 20, ISDA, FIA and the Securities Industry and Financial Markets Association (SIFMA) submitted a joint letter to US Commodity Futures Trading Commission (CFTC) to request the CFTC to sunset large trader reporting rules (LTR) rules for physical commodity...
ISDA, SIFMA Letter on SEC-CFTC Harmonization
On May 19, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted a joint letter to the US Securities and Exchange Commission (SEC) and the US Commodity Futures Trading Commission (CFTC) on SEC and CFTC harmonization, as part...