Note sent to the Basel Trading Book Group on CVA as part of ISDA’s comments on the Fundamental Review of the Trading Book

Documents (1) for Note sent to the Basel Trading Book Group on CVA as part of ISDA’s comments on the Fundamental Review of the Trading Book

ISDA Response to PRA IMA Consultation

On September 18, ISDA, the Association for Financial Markets in Europe, the Institute of International Finance and UK Finance submitted a joint response to the UK Prudential Regulation Authority consultation on adjustments to the internal model approach (IMA) for the...

Calibration Test – IQ September 2026

Calibrating capital requirements is a highly complex undertaking and getting it wrong can have serious consequences. Too much lenience might lead to banks holding insufficient capital to mitigate their risks. But excess conservatism can put balance sheets under strain, forcing...