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

ISDA Presents Lock-Up Agreement Proposal

ISDA is pleased to present the proposed Lock-Up Agreements and CDS – Proposed Auction Solution. “Lock-Up Agreements” are market-wide arrangements, broadly standardized and predominantly integrated with court sanctioned restructuring or bankruptcy processes. Numerous end users will sign material Lock-Up Agreements...

Key Trends in OTC Derivatives Market H2 2024

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows a modest increase in notional outstanding during the second half of 2024 compared to the same period in 2023. Notional outstanding for interest rate, foreign...