ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk

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

RMB IRD Growth in Mainland China & Hong Kong

This report analyzes interest rate derivatives (IRD) activity in mainland China and Hong Kong, with a particular focus on renminbi (RMB)-denominated IRD. It examines market growth, structure and integration across onshore and offshore centers, and places these developments within the...

Paper on Proposal 6 on Margin Transparency

On November 16, ISDA published a document that looked at proposal 6 in the final Basel Committee on Banking Supervision (BCBS), Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) report on margin transparency. Proposal...

Tender Issued for DC Administrator Role

ISDA and the Credit Derivatives Governance Committee have issued an invitation to tender for an independent regulated entity to serve as the administrator for the Credit Derivatives Determinations Committees (DCs), which includes assuming the role of DC secretary. The DC...