Time to Revisit FRTB Treatment of Funds
Setting risk-based capital requirements for banks is a fine balancing act. The level of capital... Read more Time to Revisit FRTB Treatment of Funds
Tag: Equity Derivatives
Capitalization of Equity Investments in Funds Under the FRTB
On January 10, 2022, ISDA published a whitepaper, Capitalization of Equity Investment in Funds Under... Read more Capitalization of Equity Investments in Funds Under the FRTB
Documents (1) for Capitalization of Equity Investments in Funds Under the FRTB
ISDA Guidance: Japan Summer 2021 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2021 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2021 Holiday Changes
- ISDA Japanese Summer 2021 Holiday Changes - FX Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2021 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2021 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
ISDA Guidance: Japan Summer 2020 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2020 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes
- ISDA Japanese Summer 2020 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - FX Definitions(pdf) will open in a new tab or window
Legal Guidelines for Smart Derivatives Contracts: Equities
ISDA has published the fourth in a series of legal guidelines for smart derivatives contracts,... Read more Legal Guidelines for Smart Derivatives Contracts: Equities
Documents (1) for Legal Guidelines for Smart Derivatives Contracts: Equities
ISDA Guidance for 2019 Japanese Golden Week
ISDA guidance regarding the impact of 2019 Japanese Golden Week on over-the-counter derivative transactions
Documents (3) for ISDA Guidance for 2019 Japanese Golden Week
George H.W. Bush National Day of Mourning
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more George H.W. Bush National Day of Mourning
Documents (1) for George H.W. Bush National Day of Mourning
ISDA Benchmarks Supplement
The ISDA Benchmarks Supplement can be used in conjunction with the following definitional booklets to... Read more ISDA Benchmarks Supplement
ISDA Publishes Equity Derivatives T+2 Settlement Cycle Protocol
ISDA Publishes Equity Derivatives T+2 Settlement Cycle Protocol LONDON, August 2, 2017 – The International... Read more ISDA Publishes Equity Derivatives T+2 Settlement Cycle Protocol