Margin – Page 13 – International Swaps and Derivatives Association

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Tag: Margin

Capital | August 22, 2014

ISDA letter to the ESAs on Estimates of numbers of accounts affected by IM segregation requirements, to demonstrate operational challenges

The margin rules proposed by the European Supervisory Authorities (the “ESAs”) require IM to be... Read more

Documents (1) for ISDA letter to the ESAs on Estimates of numbers of accounts affected by IM segregation requirements, to demonstrate operational challenges

esas-deliverable-ia-seg-estimates-08222014v2-2(pdf) will open in a new tab or window

Capital | August 22, 2014

ISDA letter to the ESAs on Proposed Margin Rules

ISDA is concerned about the practical consequences of certain provisions of the margin requirements under... Read more

Documents (1) for ISDA letter to the ESAs on Proposed Margin Rules

icm-20179443-v8-isda-letter-margin-rts-2(pdf) will open in a new tab or window

Capital | August 18, 2014

ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives

ISDA member firms participating in the industry-led WGMR implementation initiative are concerned about the market’s... Read more

Documents (1) for ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives

wgmr-margintiming-final-18082014-2(pdf) will open in a new tab or window

Capital | August 18, 2014

ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements

ISDA is concerned about the documentation that is required for parties to qualify for exemptions... Read more

Documents (1) for ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements

isda-letter-re-eu-margin-documentation-18082014-final-3(pdf) will open in a new tab or window

Capital | August 17, 2014

ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut

ISDA is concerned about the haircut for a currency mismatch that is proposed in the... Read more

Documents (2) for ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut

Surveys | April 10, 2014

ISDA Margin Survey 2014

Executive Summary 1. Estimated total collateral in circulation related to non-cleared OTC derivatives has decreased... Read more

Documents (1) for ISDA Margin Survey 2014

2014-isda-margin-survey(pdf) will open in a new tab or window

Studies | April 9, 2014

The Value of OTC Derivatives: Case Study Analyses of Hedges

Over the past 30-plus years, innovations in the OTC derivatives markets have fundamentally advanced the... Read more

Documents (1) for The Value of OTC Derivatives: Case Study Analyses of Hedges

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Surveys | June 21, 2013

ISDA Margin Survey 2013

Summary 1. Collateral in circulation in the non-cleared OTC derivatives market rose 1 percent during... Read more

Documents (1) for ISDA Margin Survey 2013

isda-margin-survey-2013-final(pdf) will open in a new tab or window

Surveys | May 1, 2012

ISDA Margin Survey 2012

Summary Collateral in circulation is a key measure of the total amount of collateral used... Read more

Documents (1) for ISDA Margin Survey 2012

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