ISDA
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MiFID II/MiFIR Review Will Be Both Broad and Technical
By Thomas Helm
February 8, 2021, Practice Insight from IFLR
The upcoming MiFID II/MiFIR review will be less a “tidying up” than a wholesale reform that attempts to address a …
SOFR Swaps Traded Volume Hit New High in January
By Louie Woodall
February 5, 2021, Risk
In January, $222.7 billion of swaps linked to the secured overnight funding rate (SOFR) changed hands, the highest notional volume on record, surpassing …
Market Doubles Down on Calls for CSDR Reform
By Perle Battistella
February 3, 2021, Global Investor Group
With a year to go until the Settlement Discipline Regime (SDR) under the Central Securities Depositories Regulation (CSDR) comes into force, …
Interest Rate Derivatives Set to Mark Digital ‘First’
By Wendy Lisney
February 3, 2021, Global Investor Group
The International Swaps and Derivatives Association’s (ISDA) Interest Rate Derivatives (IRD) Definitions, due for launch later this year, will be the …
Sterling Libor Tough Legacy Fix Could Emerge This Summer
By Alice Tchernookova
January 28, 2021, Practice Insight from IFLR
Consultations on proposed powers over so-called “tough legacy” sterling Libor contracts will be published this spring, the UK Financial Conduct …
Libor’s Endgame in the US Requires Urgent Preparation
By Tom Wipf
January 28, 2021, Bloomberg
With many headlines competing for the financial world’s attention already this year, it would be easy to overlook one of the most significant …
EU Mulls €STR Convention Switch
By Alice Tchernoovoka
January 26, 2021, Practice Insight from IFLR
The European Central Bank (ECB) could be considering whether to request a convention switch in the euro swaps market from …
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Libor Proving Hard to Kill in $200 Trillion Derivatives Market
By Alex Harris and William Shaw
January 11, 2021, Bloomberg
It’s one of the most confounding questions facing regulators in the fight to phase out the London interbank offered rate.…
Europe Steps Up Monitoring of US CCPs
By Wendy Lisney
January 8, 2021, Global Investor Group
Europe is strengthening compliance monitoring of US central counterparties (CCPs) operating in the European Union under a new agreement with US …
CCPs Urged to Learn From COVID on Margin Models
By Wendy Lisney
January 7, 2021, Global Investor Group
Central counterparties (CCPs) must adopt margin requirements that limit the need for destabilising, procyclical changes during times of extreme market volatility, …
