ISDA highlights a selection of research papers on derivatives and risk management.
Derivatives Trading Forum Opening Remarks
Derivatives Trading Forum: Regulatory Change April 28, 2021 Opening Remarks Scott O’Malia, Chief Executive Officer,… Read more Derivatives Trading Forum Opening Remarks
Documents (1) for Derivatives Trading Forum Opening Remarks
Transition to RFRs Review: First Quarter of 2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and… Read more Transition to RFRs Review: First Quarter of 2021
Documents (1) for Transition to RFRs Review: First Quarter of 2021
Implementation of the 2021 ISDA Interest Rate Derivatives Definitions
ISDA will this year publish a replacement for its flagship interest rate definitions booklet. The… Read more Implementation of the 2021 ISDA Interest Rate Derivatives Definitions
Documents (0) for Implementation of the 2021 ISDA Interest Rate Derivatives Definitions
ISDA Responds to European Commission’s Draft Margin Equivalence Decision
On February 17, 2021, ISDA responded to the European Commission’s consultation on the proposed Article… Read more ISDA Responds to European Commission’s Draft Margin Equivalence Decision
Documents (1) for ISDA Responds to European Commission’s Draft Margin Equivalence Decision
No Delay for US Dollar LIBOR
It’s tempting to look at the June 30, 2023 date set for the death of… Read more No Delay for US Dollar LIBOR
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Joint Trade Associations Letter on Linkage between UK and EU Emissions Trading Systems
On April 15, ISDA and 41 other trade associations sent letters to UK government and… Read more Joint Trade Associations Letter on Linkage between UK and EU Emissions Trading Systems
Documents (2) for Joint Trade Associations Letter on Linkage between UK and EU Emissions Trading Systems
Joint Trade Association Letter on the use of EEA UCITS as Collateral in UK rules on Collateralization
On April 19, 2021, ISDA, the Alternative Investment Management Association, Investment Company Institute, the Institutional… Read more Joint Trade Association Letter on the use of EEA UCITS as Collateral in UK rules on Collateralization
Documents (1) for Joint Trade Association Letter on the use of EEA UCITS as Collateral in UK rules on Collateralization
ISDA Margin Survey Year-End 2020
The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation… Read more ISDA Margin Survey Year-End 2020
Documents (1) for ISDA Margin Survey Year-End 2020
Initial Margin Collected by Top 20 Firms Up by Nearly 20% in 2020, ISDA Margin Survey Finds
ISDA has published its latest annual margin survey, which shows a substantial increase in the… Read more Initial Margin Collected by Top 20 Firms Up by Nearly 20% in 2020, ISDA Margin Survey Finds