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ISDA RISK MANAGEMENT MATERIALS

A New Capital Adequacy Framework

A New Capital Adequacy Framework: Comments on a Consultative Paper Issued by the Basel Committee on Banking Supervision in June 1999 outlines ISDA's detailed comments on the proposals issued by the Basel Committee on Banking Supervision to amend the 1988 Capital Accord. ISDA's response focuses on the development of credit risk capital charges, the treatment of credit risk mitigation, the implementation of new capital adequacy rules and possible areas for further work.

Modeling Credit Risk: Joint IIF/ISDA Testing Program

Modeling Credit Risk was jointly prepared by the Institute of International Finance and ISDA. The findings are based on studies of multiple modeling systems used by twenty-five commercial banks from ten countries for a range of different types of credit risk exposure. The study underscores the significance to banks in maximizing shareholder value of using advanced credit risk measurement tools such as models.


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