ISDA/AFME letter on the EBA CVA report recommendation 15

On April 27, ISDA and AFME submitted a letter to the European Banking Authority (EBA) and the Basel Committee on Banking Supervision regarding recommendation no. 15 of the EBA’s credit valuation adjustment (CVA) report on the framework under development at the Basel level. In general, the industry is very supportive of the EBA’s policy recommendation no. 15, and our members are keen to engage with the regulatory community on the different aspects of the framework as soon as possible.

Documents (1) for ISDA/AFME letter on the EBA CVA report recommendation 15

IRRBB Management in EMDEs

Interest rate risk in the banking book (IRRBB) has become a growing priority for banks and regulators in emerging market and developing economies (EMDEs). As many of these countries face monetary tightening cycles and ongoing macroeconomic volatility, bank balance sheets...

Response to CPMI-IOSCO on Consultation

On February 5, ISDA and FIA responded to the Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) consultation on the management of general business risks and general business losses by financial market infrastructures (FMIs)....