International swaps and derivatives association (isda)
There is an ambiguity in the market about the convention for valuing a derivative’s close-out value to be settled at default – in particular whether or not to include adjustments for the credit risk...
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
More International swaps and derivatives association (isda) articles
The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a shortage...
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say
A senior official at the Hong Kong securities watchdog says some exceptions are likely to be made to proposed new extraterritoriality rules on mandatory clearing and reporting OTC derivatives in Hong Kong
Hong Kong will “tentatively” introduce centralised clearing and reporting for OTC derivatives in January 2013, said Edmond Lau, HKMA executive director, at the Isda Asia-Pacific Conference 2011
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014