INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

    Capital / Liquidity

    CBIRC Issues Clarification on Close-out Netting Enforceability

    By Manesh Samtani | 02/12/2021

    The CBIRC seeks to clarify the enforceability of close-out netting in China, saying the labelling of the country as a “non-netting jurisdiction” has harmed its financial institutions.

    Market Infrastructure

    Australia to Drop LIBOR in Cross Currency Swaps Trading

    By Manesh Samtani | 29/11/2021

    BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.

    Market Infrastructure

    Japan Unveils Decisions on Treatment of Legacy LIBOR Contracts

    By Manesh Samtani | 23/11/2021

    Synthetic JPY LIBOR may be used if the contracting parties agree to do so, as well as in “exceptional cases” where it is difficult to proceed with negotiations.

    Market Infrastructure

    FCA Confirms Rules on Using Synthetic GBP and JPY LIBOR

    By Manesh Samtani | 16/11/2021

    Synthetic GBP and JPY LIBOR rates will be published until end-2022 and can be used in all legacy LIBOR contracts other than cleared derivatives.

    Capital / Liquidity

    MAS to Implement Contractual Recognition Requirement

    By Mark Johnston | 03/11/2021

    Singapore banks have three years to ensure their foreign law financial contracts recognise MAS’ temporary stay powers regarding termination rights.

    Securities / Derivatives

    China Expands Futures Law to Include OTC Derivatives

    By Editors | 28/10/2021

    ISDA says the revised draft incorporates several comments it made in its submission to the consultation on the first draft.

    Market Infrastructure

    JSCC Sets Date for Bulk Conversion of LIBOR Swaps

    By Editors | 14/10/2021

    Japan Securities Clearing Corporation will conduct a bulk conversion exercise during the weekend of 4–5 December to convert JPY LIBOR contracts to TONA contracts.

    Fintech / Regtech

    BIS Partners with MAS, BOE, ISDA on Data & Analytics Platform

    By Manesh Samtani | 07/10/2021

    Project Ellipse explores the use of ISDA’s Common Domain Model to digitally extract, query and analyse large quantities of data in real-time for supervisory purposes.

    Capital / Liquidity

    Derivatives Are “Essential” to Carbon Markets: ISDA

    By Editors | 06/10/2021

    Regulatory action is needed to address disproportionately high capital requirements that would be imposed on carbon certificates by FRTB.

    Fintech / Regtech

    ISDA to Develop Standard Documentation for Crypto Derivatives

    By Mark Johnston | 06/10/2021

    ISDA CEO Scott O’Malia says a new working group has been formed to develop standard documentation for crypto derivatives.

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