ISDA

Articles

20 Mar 2019 — Bill Hodgson

The ISDA Common Domain Model has moved to version 2, and is now accessible by anyone including non-ISDA members.

30 Apr 2018 — Bill Hodgson

The ISDA AGM generated a wave of content last week which we've assembled into one handy place. Most of the material is focussed on margin for non-cleared products given the changes due in 2019.

02 Feb 2018 — Bill Hodgson

The International Swaps and Derivatives Association, Inc. (ISDA), the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and the Securities Industry and Financial Markets Association (SIFMA) and its asset management group (SIFMA AMG) have today launched a roadmap that highlights key challenges involved in transitioning financial market contracts and practices from interbank offered rates, or ‘IBORs’, to alternative risk-free rates (RFRs). 

01 Nov 2017 — Bill Hodgson

Not a small project - defining the products and product lifecycle of the entire OTC market

Cleared IM and VM
18 Sep 2017 — Bill Hodgson

A new ISDA survey explain the flows of margin for cleared and uncleared OTC products

08 Sep 2017 — Bill Hodgson

Updated ISDA SIMM model coming later this year

smart contracts
04 Aug 2017 — Bill Hodgson

This paper – Smart Contracts and Distributed Ledger – A Legal Perspective – outlines a possible near-term application of a smart contract for derivatives, and highlights the importance of a more formal representation of certain legal clauses and actions within the ISDA Definitions to enable them to be represented and executed via smart contract code.

19 Sep 2016 — Bill Hodgson

ISDA sets out the case for a stronger cross-industry response to change | The OTC Space Calls For Industry Captains to Join A Discussion Forum

25 Aug 2016 — Peter Ten-Broeke

As the margin requirements for non-centrally cleared OTC derivatives are close to being rolled out under a globally aligned timetable, the market is currently in a frenzy to be compliant in time. A documentation process is part of this preparation and this article provides an overview of all the ISDA WGMR documentary initiatives which have been up and running for a while and are now approaching completion.  

22 Jul 2016 — Bill Hodgson

Adjusting the OTC market notionals to re-calculate the effects of compression puts the OTC market at a bigger size than ever, but the reported notionals say otherwise

28 Oct 2015 — Bill Hodgson

The global derivatives markets – in particular, the market for euro interest rate swaps – remains fragmented along geographic lines, according to an analysis of data to June 30, 2015. This report is the fourth in a series of research notes charting changes in global liquidity pools since US swap execution facility (SEF) rules came into force in October 2013.

26 Oct 2015 — Bill Hodgson

The new ISDA magazine is out