International Swaps and Derivatives Association (Isda)
More International Swaps and Derivatives Association (Isda) articles
Latest proposal extends number of silos from five to 17, mirroring approach taken by LCH.Clearnet
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
S&P Indices launches equally weighted proxies that measure the quality of US and European banks in conjunction with Isda, the trade body for the global OTC derivatives industry
Final rule forbids documentation revealing identities or limiting counterparty choice
Dealers are concerned that intra-day margin call guidelines, which they claim could drain up to $500 billion from financial markets, could make it into final CPSS/Iosco principles
Fears that a different approach to over-the-counter derivative regulations in Asia could prompt regulatory arbitrage with Europe and North America have been laid to rest by Singapore’s February co...
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
Beyond Basel 2.5
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Singapore regulator wants central clearing but is agnostic over where it takes place
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
An arbitration panel set up to tackle derivatives disputes could also tackle eurozone debt crisis issues, says Jeffrey Golden, architect of the Isda master agreement
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.