On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International Finance (IIF) submitted to the Trading Book Group (TBG) of the Basel Committee on Banking Supervision (BCBS) a discussion paper on the modellability of risk factors as a further response to the second consultative document on the Fundamental Review of the Trading Book (FRTB).
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
Latest
Response to FCA on Commodity Derivatives Clearing
On April 9, ISDA, the Commodity Markets Council Europe (CMCE), Energy Traders Europe (ETE) and FIA jointly responded to Chapter 7 of the UK Financial Conduct Authority’s (FCA) Quarterly Consultation CP26/8 on increasing the clearing threshold for commodity derivatives under the UK...
Response on EC’s SFR Proposal
On April 9, ISDA published technical comments on the European Commission’s (EC) proposed Settlement Finality Regulation (SFR) as it applies to designated EU systems and registered third-country systems. One significant concern is that the scope of insolvency protections provided to...
Natixis CIB Adopts ISDA’s DRR
ISDA has announced that Natixis CIB has adopted ISDA’s Digital Regulatory Reporting (DRR) solution, enabling the bank to meet regulatory reporting requirements more efficiently and accurately. The ISDA DRR uses the Common Domain Model (CDM) – an open-source data standard...
Paper on MIFIR PTT
On April 7, ISDA, the Association for Financial Markets in Europe (AFME), the International Capital Market Association (ICMA) and the European Banking Federation (EBF) published a paper on proposals relating to post-trade transparency (PTT) under the Markets in Financial Instruments...