Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”

Documents (1) for Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”

Moving Regulatory Reporting up a Gear with AI

The aim of derivatives regulatory reporting is to improve transparency so regulators can monitor market activity and identify emerging risks. Although reporting rules and subsequent updates have resulted in improvements, they haven’t achieved fully consistent outcomes, leading to implementation and...

ISDA Publishes FpML Version 5.14

ISDA has published a new version of its Financial products Markup Language (FpML), a widely used open-source standard for the electronic dealing and processing of derivatives transactions. The latest iteration – version 5.14 – incorporates several key modifications and updates...

Accounting for Tokenized Assets as Collateral

The use of tokenized assets as collateral for derivatives and securities financing transactions (SFTs) is emerging as a significant development in global capital markets. Financial institutions are increasingly evaluating tokenized representations of money market funds, government securities and other high-quality...