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”

Assessing Tokenized MMFs as Eligible Collateral

Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...

Response to EC on Carbon Accounting

On October 5, ISDA responded to the Joint Research Centre (JRC) of the European Commission (EC) survey, drawing on input from five member firms across the banking, exchange and market-data sectors. The response highlighted broad support for internationally recognized carbon...

Episode 60: Modelling Margin

The ISDA Standard Initial Margin Model has proved to be one of the most consequential industry models ever developed. The Swap talks with two industry veterans involved in its development. Please view this page via Chrome to access the recording.