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ISDA® Bookstore
Miscellaneous ISDA Documents

ISDA Index of Terms

Member Price: $150.00
Non-Member Price: $300.00
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1995 Standard Terms and Conditions for Escrow Float Transactions

Member Price: $30.00
Non-Member Price: $60.00
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Pre-Confirmation Trade Notification

The Pre-Confirmation Trade Notification is designed to provide counterparties with an alternative to document the main financial terms of a complex equity derivatives transaction while the details of a final confirmation are being prepared for transmission. This Pre-Confirmation Trade Notification is not required and does not take the place of a confirmation that contains all the terms of a transaction. The Pre-Confirmation Trade Notification may prove useful in situations where a trade has been executed but the confirmation is delayed for a variety of reasons.

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Risk Management Material

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.

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Modeling Credit Risk: Joint IIF/ISDA Testing Program
(Hardy Copy Only)

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.

 

Member Price: $40.00
Non-Member Price: $80.00
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Trading Book Compendium 2005
(Electronics Copy Only)

The Trading Book Compendium 2005 collects in one place useful research pieces, letters and recommendations presented to the Basel/IOSCO Trading Book Review Group by ISDA, the IIF, LIBA and TBMA during the course of the Trading Book Review process, i.e. between June 2004 and June 2005.

This Compendium is intended as a complement to the 2004 Compendium published by ISDA, LIBA and TBMA. Taken together with the 2004 Compendium, it offers full and transparent access to documents which have had an impact on the regulators’ thinking and final decisions on the Trading Book Review.

Regulators and member firms will find this compendium a valuable reference going forward, and an aid in understanding and implementing the Review. Detailed information is notably provided on adjusting Expected Positive Exposure (EPE) for rollover risk, the sensitivity of the Alpha factor to wrong-way risk and the computation of maturity under an EPE based counterparty credit risk framework.

The Compendium 2005 is available from this website at a cost of $30. It must be purchased on-line.

Member Price: $30.00
Non-Member Price: $30.00
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Trading Book Compendium 2004

The Compendium 2004 is free, and can also be downloaded from this website.

Please allow sufficient time for downloading these documents. Both Compendia are approximately 200 pages in length.

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