On August 15, the Associations (ISDA, GFMA, IIF) sent a covering letter and further response to the Trading Book Group of the BCBS on the Fundamental Review of the Trading Book Rules, studying the measurement of liquidity risk. It continues the recent series of additional detailed feedback papers following the first Industry Response in September 2012.
Documents (2) for ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk
Latest
Response to EC Consultation on Carbon Price
On June 10, ISDA responded to the European Commission’s (EC) consultation on the calculation of the carbon price paid in a third country under Article 9 of the Carbon Border Adjustment Mechanism (CBAM). ISDA supports the EC’s proposal that evidence...
Response to CFTC on Clearing Requirements
On June 11, ISDA responded to the US Commodity Futures Trading Commission’s notice of proposed rulemaking on the clearing requirement determination under Section 2(h) of the Commodity Exchange Act for interest rate swaps to account for Canadian dollar-denominated and Mexican...
Digital Assets and Derivatives: Where Next?
Digital assets are moving into a phase of institutional integration into derivatives markets. Trading venues, custodial infrastructures and tokenization platforms now exist across both traditional financial markets and public blockchain networks. While this diversity has accelerated innovation and liquidity formation,...
ISDA Publishes ISDA SIMM® Methodology, Version 2.8+2512
Following the 2026 primary calibration exercise, ISDA is pleased to publish SIMM® version 2.8+2512. This version of the ISDA SIMM has updates that are based on the full recalibration of the model using historical data up to 31 December 2025....