Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

Documents (1) for Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

Industry Perspectives on the ISDA DRR

This report examines how financial institutions are adopting the ISDA Digital Regulatory Reporting (DRR) solution, a standardized and open-access initiative built on the Fintech Open Source Foundation (FINOS) Common Domain Model (CDM). Drawing on insights from structured interviews with industry...

SPS Matrix – SPS Naming Convention

This document sets out the naming convention for how the Settlement Price Sources (“SPSs”), as defined in the ISDA Digital Asset Derivatives Settlement Price Matrix (the “SPS Matrix”), should be named to increase consistency and understandability. ISDA formalized the SPS...