The paper is intended to give the reader an insight into the different offsetting requirements… Read more Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
The paper is intended to give the reader an insight into the different offsetting requirements… Read more Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Documents (1) for Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Slide presentation about the SCSA
The Standard Credit Support Annex (SCSA or Standard CSA) seeks to standardize market practice regarding… Read more Slide presentation about the SCSA
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Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Letter to the Commodity Futures Trading Commission (CFTC) from ISDA and SIFMA regarding Procedures to… Read more Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Documents (1) for Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Treatment of Inter-affiliate Transactions
Letter to the Commodity Futures Trading Commission (CFTC) from ISDA and SIFMA regarding Treatment of… Read more Treatment of Inter-affiliate Transactions
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Documents (1) for Blended Rate for ISDA Standard CSA
Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Letter to the Commodity Futures Trading Commission (CFTC) from ISDA and SIFMA regarding Procedures to… Read more Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Documents (1) for Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades
Treatment of Inter-affiliate Transactions
Letter to the Commodity Futures Trading Commission (CFTC) from ISDA and SIFMA regarding Treatment of… Read more Treatment of Inter-affiliate Transactions
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Letter from the Office of the Chief Accountant at the SEC
ISDA received confirmation that the SEC staff supports the view that the novation of a… Read more Letter from the Office of the Chief Accountant at the SEC
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Industry Response to the EBA on CVA risks
Industry response sent to the European Banking Authority, on the following aspects of CVA risks:… Read more Industry Response to the EBA on CVA risks