ISDA letter to ESMA and NCAs on OTC challenges for EMIR reporting (updated 10 February 2014)

ISDA letter to ESMA and National Competent Authorities (NCAs) providing an update on anticipated challenges for EMIR go-live on 12 February 2014 for reporting of OTC Derivatives. Appendix 1: Update on each of the industry issues and challenges advised previously (Appendix 2). Appendix 2: Original list of industry issues and challenges.

ISDA Publishes Updated ISDA SIMM Governance

ISDA has published an updated version of the ISDA SIMM® Governance Framework, which sets out the principles under which the ISDA Standard Initial Margin Model® operates and the process through which it will be reviewed and amended on a consistent...

ISDA Response to PRA IMA Consultation

On September 18, ISDA, the Association for Financial Markets in Europe, the Institute of International Finance and UK Finance submitted a joint response to the UK Prudential Regulation Authority consultation on adjustments to the internal model approach (IMA) for the...

Calibration Test – IQ September 2026

Calibrating capital requirements is a highly complex undertaking and getting it wrong can have serious consequences. Too much lenience might lead to banks holding insufficient capital to mitigate their risks. But excess conservatism can put balance sheets under strain, forcing...