This short paper examines the extent of counterparty credit losses and the efficacy of credit mitigation techniques in the U.S. banking system with respect to OTC derivatives. ISDA drew upon data from the Office of the Controller of the Currency Quarterly Report on Bank Trading and Derivatives Activities First Quarter 2011 (the OCC Report) and SEC reports filed by the parents of two non-bank entities active in structuring CDOs of sub-prime mortgages where significant losses are known to have occurred due to monoline insurance company exposure.
Documents (1) for Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets
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ISDA In Review – October 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in October 2025.
ISDA Wins Regulation Asia Award
ISDA has been awarded Outstanding Contribution to Regulatory Reform for the ISDA Digital Regulatory Reporting (ISDA DRR) initiative by Regulation Asia at its eighth annual Awards for Excellence. The ISDA DRR helps market participants comply with regulatory reporting requirements by...
New Paper on Industry Perspectives on the ISDA DRR
ISDA has published a new paper in conjunction with Capgemini that gives industry perspectives on the ISDA Digital Regulatory Reporting initiative (DRR). The paper, which is based on interviews with firms that have adopted the ISDA DRR, explores the approaches...
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...