ISDA letter to global regulators (including Basel, Fed, IASB, FASB, OCC, European Commission) expressing ISDA’s concerns on the Basel III proposal to remove the filters for Tier 1 capital for the OCI/AFS classification categories and the timing differences of the implementation of the new provisions under Basel III and its interaction with accounting rules under IFRS and US GAAP and the recent proposals on the classification of financial instruments.
Documents (1) for Investment securities – interlink between accounting and regulations — AFS and OCI treatment under Basel III – removal of prudential filters and interaction with accounting rules under US GAAP and IFRS
Latest
US Treasury Repo Clearing Indicators May 2026
The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities...
ISDA, FIA, GFMA, CMC, CMCE Respond to IOSCO on Best Practices for OTC Commodity Derivatives
ISDA, FIA, the Global Financial Markets Association (GFMA), the Commodity Markets Council (CMC) and the Commodity Markets Council Europe (CMCE), have responded to the International Organization of Securities Commissions' (IOSCO) consultation report on best practices for over-the-counter (OTC) commodity derivatives...
Joint Response to 2026 US G-SIB Surcharge Proposal
On June 18, ISDA, the Securities Industry and Financial Markets Association and the Institute of International Finance submitted a joint response to US agencies on proposed changes to the surcharge for global systemically important banks (G-SIBs). The associations welcome the...
Eyeing the Basel III Finish Line
An effective regulatory capital framework relies on multiple ingredients, from appropriate drafting to rigorous testing and consultation. Even minor calibration distortions can inflate capital requirements, which could negatively affect the capacity of banks to support deep and liquid markets, with...