Derivatives

Latest

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  • The aftermath of the 2014 ISDA Credit Derivatives Definitions - speed read

    Article

    Submitted: 30 September 2016

    A review of important developments in the credit derivatives market since the 2014 ISDA Credit Derivatives Definitions were implemented in October 2014.

  • ISDA 2016 Bail-In Article 55 BRRD Protocol published

    Article

    Submitted: 15 July 2016

    ISDA has published the ISDA 2016 Bail-In Article 55 BRRD Protocol in order to give cross-border contractual recognition of bail-in powers in respect of in-scope EU financial institutions.

  • Action by 13 July 2016: send SFTR collateral reuse information statement

    Article

    Submitted: 07 July 2016

    ​The collateral reuse requirements under the Securities Financing Transactions Regulation (SFTR) will enter into force on 13 July 2016 and many funds, including non-EU funds with non-EU investment managers, will be required to send collateral reuse information statements to their counterparties by that date.

  • SFTR Project Plan

    Article

    Last Reviewed: 07 October 2016 / Submitted: 30 June 2016

    SFTR Project Plan for full scope UK AIFMs, UCITS management companies/investment companies.

  • Japanese margin requirements for non-centrally cleared OTC derivatives

    Article

    Last Reviewed: 20 January 2017 / Submitted: 20 June 2016

    This article explains the outline of the margin requirements for non-centrally cleared OTC derivatives, which will be implemented in stages from September 2016, and how the financial institutions should correspond to the relevant requirements.

  • ISDA launches resolution stay jurisdictional modular protocol

    Article

    Submitted: 06 May 2016

    ​ISDA has published a new Resolution Stay Protocol that is intended to be used by all market participants, and has been designed to provide flexibility to allow adhering parties to choose which jurisdictional "modules" to opt in to.

  • LGPS and derivatives - removing the ambiguity?

    Article

    Submitted: 16 February 2016

    ​The Department for Communities and Local Government (DCLG) is currently consulting on proposed reforms to the investment rules for Local Government Pension Schemes (LGPS). Amongst other things, the proposals would provide much needed clarity on the extent to which LGPS can enter into derivative transactions.

  • Hedging in loan transactions

    Article

    Submitted: 08 January 2016

    ​In this article, Toby Hewitt and Alistair Hill consider how recent market developments are forcing hedge counterparties and lenders to re-examine their positions.

  • ISDA Proposal regarding Single Name CDS roll convention

    Article

    Submitted: 18 November 2015

    The International Swaps and Derivatives Association (ISDA) are working on a new proposal to reduce the frequency with which Single Name Credit Default Swap (CDS) roll to new on-the-run contracts. It is expected that the proposal will come into effect as of 20 December 2015.

  • ESAs publish second consultation paper and draft RTS on margin for uncleared OTC derivatives - what has changed? Restricted access

    Article

    Last Reviewed: 02 July 2015 / Submitted: 12 June 2015

    On 10 June 2015, the European Supervisory Authorities (ESAs) published a second consultation paper and draft regulatory technical standards on risk mitigation techniques for non centrally cleared derivative contracts, dealing with the margin requirements for trades not cleared by a central counterparty.

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