International swaps and derivatives association (isda)
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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More International swaps and derivatives association (isda) articles
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 consultation on OTC derivatives, explains Cindy Leiw of...
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
Dealers say they are willing to jeopardise client relationships by exercising break clauses that allow trades to be terminated early – and should receive capital relief as a result. But regulators need to be convinced. By Matt Cameron
The Basel Committee is planning to launch its long-awaited review of trading book capital rules within the next few months. It could redefine the boundaries of the trading book, seek to reflect market liquidity and also overhaul the current patchwork...
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Ratings-based (RB) additional termination event (ATE) clauses in International Swaps and Derivatives Association agreements can have a significant impact on the valuation of derivatives portfolios when rating events occur. Fabio Mercurio, Roberto Caccia...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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