Industry response to the European Banking Authority Consultation Paper on Draft Regulatory Technical Standards for CVA risk on the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2012/09).
Documents (1) for EBA Consultation Paper On Draft Regulatory Technical Standards for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2012/09)
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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...
ISDA Guidance – Delayed CPI-U Due to Government Shutdown
On November 7, 2025, ISDA published guidance addressing the potential delay in the release of the U.S. Consumer Price Index for All Urban Consumers (CPI-U) resulting from the current U.S. government shutdown. The guidance provides clarification on how such delays...
SPS Matrix – SPS Naming Convention
This document sets out the naming convention for how the Settlement Price Sources (“SPSs”), as defined in the ISDA Digital Asset Derivatives Settlement Price Matrix (the “SPS Matrix”), should be named to increase consistency and understandability. ISDA formalized the SPS...