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), and
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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

  • 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*.

  • 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.

  • 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.

  • 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.

  • 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.