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

Pursuing Efficiencies of Tokenization

As we mark the 10-year anniversary of the ISDA Standard Initial Margin Model (ISDA SIMM), which was launched in September 2016 to coincide with the first phase of initial margin (IM) requirements for non-cleared derivatives, we’ve been reflecting on its...

Transition to Mandatory Central Clearing

US Treasury securities sit at the heart of global financial markets and serve as one of the primary forms of high-quality collateral across derivatives and securities financing markets. The transition to mandatory central clearing of US Treasuries therefore has implications...