ISDA methodology definition

ISDA methodology means the methodology described in the Canadian Transaction Reporting Party Requirements issued by the International Swaps and Derivatives Association, Inc. and dated April 4, 2014;
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ISDA methodology means the methodology described in the Canadian Transaction Reporting Party Requirements (issued by the International Swaps and Derivatives Association, Inc. on April 4, 2014 and amended as of March 20, 2015);
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ISDA methodology. ” means the methodology described in the Canadian Transaction Reporting Party Requirements (issued by the International Swaps and Derivatives Association, Inc. and datedon April 4, 2014 and amended as of March 20, 2015);
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Examples of ISDA methodology in a sentence

  • There is no requirement for counterparties to a derivative to use the ISDA methodology.

  • We’re not designed to know how little we know.” Hidden opportunity: Lead but allow others to act.

  • We encourage the Participating Jurisdictions to incorporate the ISDA methodology language or to confirm that adhering to the Canadian Representation letter online would satisfy the requirement to enter into a written agreement.

  • The corresponding draft CMRA Regulation 91-502 does not refer to the ISDA methodology, but rather, requires the parties to enter into “a written agreement” which is to be “kept in a safe location and in a durable form and provided to the regulator within a reasonable time following request”.

  • ISDA has settled on the principles of the spread methodology, the historical mean/median approach, but the details have yet to be finalized (e.g. lookback period, using a mean or median, etc.).- To the extent that an issuer wishes to be an early adopter of the ISDA methodology, the fallback language for the securitization would need to specify that they are using historical mean/median approach.

  • Thus, in order to make the rates more comparable and in line with each other, a credit adjustment spread (CAS) is added to the risk-free rate.LIBOR + Margin = RFR + CAS + MarginThe credit adjustment spread calculated as per the ISDA methodology uses the 5-year lookback historical median approach.

  • Usually the evaluator(s) go through the interface/web site at least twice: the first time is to become familiar with it and the second is to perform the evaluation against the list of standardized rules, as described in detail in Chapter 3.1.1. After that the findings are collected, analyzed and reported, with a list of the usability problems discovered and usually also a list of recommendations for the product developers (Barnum 2002: 36).

  • In each case, the CFTC waterfall provides for a methodology of who should report based on entity type, provided that for off-SEF trades between two dealers or major swap participants, the parties will agree as to which party will report (it is generally settled that ISDA methodology will determine who will report in this instance).

  • The choice of 10 days follows the ISDA methodology preference for either 5 or 10 busi- ness days average forward spread.

Related to ISDA methodology

  • Methodology means a document describing how a designated benchmark administrator determines a designated benchmark;

  • ISDA Benchmarks Supplement means the Benchmarks Supplement (as amended and updated as at the date of issue of the first Tranche of the Notes of the relevant Series (as specified in the relevant Final Terms)) published by the International Swaps and Derivatives Association, Inc;

  • ISDA Fallback Rate means the rate that would apply for derivatives transactions referencing the ISDA Definitions to be effective upon the occurrence of an index cessation date with respect to the Benchmark for the applicable tenor excluding the applicable ISDA Fallback Adjustment.

  • ISDA Definitions means the 2006 ISDA Definitions published by the International Swaps and Derivatives Association, Inc. or any successor thereto, as amended or supplemented from time to time, or any successor definitional booklet for interest rate derivatives published from time to time by the International Swaps and Derivatives Association, Inc. or such successor thereto.

  • Reference method means any direct test method of sampling and analyzing for an air pollutant as specified in 40 CFR 60, Appendix A*.

  • Benchmarked Rates means the Framework Prices for the Benchmarked Services;

  • Standard Methods means the examination and analytical procedures set forth in the most recent edition of "Standard Methods for the Examination of Water and Wastewater" published jointly by the American Public Health Association, the American Water Works Association, and the Water Pollution Control Federation.

  • ISDA Rate for an Interest Period means a rate equal to the Floating Rate that would be determined by the Principal Paying Agent under an interest rate swap transaction if the Principal Paying Agent were acting as Calculation Agent for that swap transaction under the terms of an agreement incorporating the 2006 ISDA Definitions, as published by the International Swaps and Derivatives Association, Inc. and as amended and updated as at the Issue Date of the first Tranche of the Notes (the “ISDA Definitions”) and under which:

  • Common Reporting Standard (CRS) means the Standard for Automatic Exchange of Financial Account Information (“AEOFAI”) in Tax Matters and was developed in response to the G20 request and approved by the Organisation for Economic Co-operation and Development (OECD) Council on 15 July 2014, calls on jurisdictions to obtain information from their financial institutions and automatically exchange that information with other jurisdictions on an annual basis. It sets out the financial account information to be exchanged, the financial institutions required to report, the different types of accounts and taxpayers covered, as well as common due diligence procedures to be followed by financial institutions.

  • 2006 ISDA Definitions means, in relation to a Series of Notes, the 2006 ISDA Definitions (as supplemented, amended and updated as at the date of issue of the first Tranche of the Notes of such Series) as published by ISDA (copies of which may be obtained from ISDA at www.isda.org);

  • 2021 ISDA Definitions means, in relation to a Series of Notes, the latest version of the 2021 ISDA Interest Rate Derivatives Definitions (including each Matrix (and any successor Matrix thereto), as defined in such 2021 ISDA Interest Rate Derivatives Definitions) as at the date of issue of the first Tranche of Notes of such Series, as published by ISDA on its website (www.isda.org);

  • Valuation Guidelines means the valuation guidelines adopted by the Board, as may be amended from time to time.

  • Valuation manual means the manual of valuation instructions adopted by the NAIC as specified in this section or as subsequently amended.

  • ISDA Fallback Adjustment means the spread adjustment (which may be a positive or negative value or zero) that would apply for derivatives transactions referencing the ISDA Definitions to be determined upon the occurrence of an index cessation event with respect to the Benchmark for the applicable tenor.

  • Treasury guidelines means any guidelines on supply chain management issued by the Minister in terms of section 168 of the Act;

  • ISDA Master Agreement An ISDA Master Agreement (Multicurrency-Cross Border) in the form published by ISDA in 1992 including the schedule thereto.

  • Service Level Standards has the meaning ascribed thereto in Section 2.1 hereof.

  • Reference Level means the level of the Index (excluding any flash estimates) published or announced by Eurostat (or any successor entity which publishes such index) in respect of the month that is 12 calendar months prior to the month referred to in “Latest Level” above.

  • Xxxxxx Mae Guide The Xxxxxx Xxx Single Family Seller/Servicer Guide and all amendments or additions thereto.

  • Level V Pricing applies on any day if no other Pricing Level applies on such day.

  • Applicable Guidelines means the policies of the Bank governing the selection and Contract award process as set forth in this RFP.

  • Foreign Exchange Rate means for any day that rate for the currency in question as published at 12:00 Eastern Standard Time, by the Bank of Canada in the City of Ottawa.

  • Fitch Guidelines means the guidelines, as may be amended from time to time, in connection with Fitch’s ratings of the VMTP Shares.

  • Reference Schedule means the reference schedule in Part A of this Invitation

  • Resettlement Policy Framework or “RPF” means the resettlement policy framework adopted by the Recipient on January 20, 2011, setting forth, inter alia, a brief description of the Project and components for which land acquisition and Resettlement are required, the principles and objectives governing Resettlement preparation and implementation, and a description of the process for preparing and approving site-specific Resettlement Action Plans.

  • Electronic Subcontracting Reporting System (eSRS) means the Governmentwide, electronic, web-based system for small business subcontracting program reporting. The eSRS is located at http://www.esrs.gov.