Collateral

This page contains Collateral information and certain informational documents for the Standard Credit Support Annex (SCSA®), which seeks to standardize market practice regarding embedded optionality in current CSAs, promote the adoption of overnight index swap discounting for derivatives, and align the mechanics and economics of collateralization between the bilateral and cleared OTC derivative markets. The Annexes themselves are available in the ISDA Bookstore.


DateTitle / DescriptionDocuments
April 15, 2010
Portfolio Reconciliation
Feasibility Study Implementation Plan
ISDA-Port-Rec-Feasibility-Study-Implementation-Plan.pdf
March 1, 2010
ISDA Independent Amount Whitepaper
Independent-Amount-WhitePaper-Final.pdf
March 1, 2010
ISDA Market Review of OTC Derivative Bilateral Collateralization Practices
Market review
Collateral-Market-Review.pdf
January 20, 2010
Portfolio Reconciliation
Minimum Market Standards
Minimum_Market_Standards_for_Collateralised_Portfolio_Reconcliation_Edition_1_0_Jan_20_2010.xls
January 20, 2010
Portfolio Reconciliation
Best Practices
Portfolio_Reconciliation_Best_Operational_Practices_2010_01_19_FINAL.doc
December 20, 2009
Extending Collateralized Portfolio Reconciliations
Feasibility Study
ISDA-Portfolio-Reconciliation-Feasibility-Study.pdf
November 13, 2009
Standardized Electronic Communication of Margin Calls and Interest Payments Paper
ISDA Collateral Roadmap
Electronic-Messaging.pdf
March 31, 2009
Revised Risk Based Threshold for Portfolio Reconciliation 
ISDA March Collateral Letter
ISDA-Collateral-Letter-March-31-2009.pdf