ISDA Response to EBA Consultation Paper EBA/CP/2015/10 on BRRD Article 49(4)

ISDA provides input to the European Banking Authority’s (the EBA) consultation paper on draft Regulatory Technical Standards (draft RTS) on the valuation of
derivatives pursuant to Article 49(4) of the Bank Recovery and Resolution Directive (BRRD) (EBA/CP/2015/10) published on 13 May 2015 (the Consultation).

Documents (1) for ISDA Response to EBA Consultation Paper EBA/CP/2015/10 on BRRD Article 49(4)

SwapsInfo Full Year 2025 and Q4 2025

Trading activity in interest rate derivatives (IRD) and credit derivatives increased in 2025, reflecting shifting monetary policy expectations and broader market conditions. IRD traded notional rose by about 46% year-on-year, led by an increase in overnight index swaps (OIS). Index...

Maintaining Focus on Basel III Endgame Recalibration

In its original form, the US Basel III endgame proposal would have resulted in disproportionate increases in capital for trading book activities, forcing banks to make difficult choices about their participation in certain businesses. After two-and-a-half years, a revised proposal...

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...