Tag Archives: ISDA

Swaps Execution Facilities Tracker December 2015

Swaps Execution Facilities Tracker December 2015

The Future Industry Association Releases it’s latest Stats on Swap Execution Facilities, December 2015. As SEF’s become more important to the market for the transparency of transactions, these monthly reports from the FIA will illustrate those results.  In a glance their charts show which broker, which product are growing over time. Also, inference research for

Standard Initial Margin Method

Standard Initial Margin Method (SIMM) for Bilateral Derivatives

ISDA went round after round against the BASEL Committee’s requirement to post gross initial margin as opposed to offsetting trades between two counterparties, which would lower the required initial margin.  proposed Initial Margin calculation which would certainly make swaps dealing a more expensive proposition.  ISDA entered the ring for round 2 (or is it round 26?) this