Tax & Accounting September 27, 2024 Risk & Capital ISDA Publishes Results of Survey on AT1 Treatment in DRM...
derivatiViews | April 8, 2020 Coronavirus and the SIMM Recent market volatility on the back of the coronavirus pandemic has raised some questions about... Read more Coronavirus and the SIMM Tags: Coronavirus, Initial Margin, ISDA SIMM, Margin Documents (0) for Coronavirus and the SIMM
derivatiViews | March 26, 2020 Coronavirus: Delay to IM Deadlines Necessary The coronavirus pandemic has forced firms to focus on critical priorities, like ensuring their continued... Read more Coronavirus: Delay to IM Deadlines Necessary Tags: Coronavirus, Initial Margin, Margin, Non-cleared Derivatives Documents (0) for Coronavirus: Delay to IM Deadlines Necessary
Documentation | March 25, 2020 Joint Trade Association Letter on Impact of COVID-19 on Initial Margin Phase-in In response to the COVID-19 pandemic, ISDA submitted a letter on behalf of 21 industry... Read more Joint Trade Association Letter on Impact of COVID-19 on Initial Margin Phase-in Tags: Basel Committee on Banking Supervision, Coronavirus, Initial Margin, IOSCO, Non-cleared Derivatives Documents (1) for Joint Trade Association Letter on Impact of COVID-19 on Initial Margin Phase-in IMPhase5-6COVID-19Letter(pdf) will open in a new tab or window
InfoHub | February 7, 2020 Preparing for UMR: AANA, Documentation, and Project Planning DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Preparing for UMR: AANA, Documentation, and Project Planning Tags: Initial Margin, Margin Documents (0) for Preparing for UMR: AANA, Documentation, and Project Planning
InfoHub | February 7, 2020 Calculating Initial Margin DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Calculating Initial Margin Tags: Initial Margin, Margin Documents (0) for Calculating Initial Margin
InfoHub | February 7, 2020 Segregation and Eligible Collateral DISCLAIMER: Links to third-party materials (“Third-Party Content”) are provided for general information purposes only and... Read more Segregation and Eligible Collateral Tags: Initial Margin Documents (0) for Segregation and Eligible Collateral
Margin | January 6, 2020 Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives A large number of counterparties will come into scope of initial margin (IM) requirements for... Read more Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives Tags: Cross-border Harmonization, Initial Margin, Legal, Non-cleared Derivatives Documents (1) for Guide to the Cross-border Application of US, EU and Japan Margin Rules for Non-cleared Derivatives Guide to Cross-border Application of US EU and Japan Margin Rules for Non-cleared Derivatives(pdf) will open in a new tab or window
derivatiViews | December 19, 2019 2020 Looming Large It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large Tags: Benchmarks, Initial Margin, Risk and Capital Documents (0) for 2020 Looming Large
Documentation | December 10, 2019 ISDA Letter to US Prudential Regulators on Revised Margin Requirements On December 9, 2019, ISDA responded to the Notice of Proposed Rulemaking and Request for... Read more ISDA Letter to US Prudential Regulators on Revised Margin Requirements Tags: Initial Margin, Margin, Phase 5 Documents (1) for ISDA Letter to US Prudential Regulators on Revised Margin Requirements Final ISDA Margin NPR Comment 12.9.19(pdf) will open in a new tab or window
Capital | October 21, 2019 Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models Tags: Initial Margin, Prudential Regulation Authority (PRA), SA-CCR Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models PRA CP17 19 - ISDA-AFME-UKFinance - Counterparty credit risk - Treatment of model limitations in banks internal models(pdf) will open in a new tab or window