On February 12, 2015, ISDA responded jointly with the Association for Financial Markets in Europe (AFME) to the European Banking Authority (EBA) consultation on guidelines on the treatment of credit valuation adjustment (CVA) risk under the supervisory review and evaluation process. The ISDA/AFME response challenges the need for the proposed guidelines, suggesting that the right place to make changes to the CVA framework is at the Basel level. It also highlights the duplicative nature of the proposals with existing SREP guidance and the resulting overriding of the EU CVA exemptions.
Documents (1) for ISDA/AFME response to EBA consultation on treatment of CVA risk under SREP
Latest
Sydney DTF: Scott O'Malia Opening Remarks
ISDA/AFMA Sydney Derivatives Trading Forum October 26, 2026 Opening Remarks Scott O’Malia ISDA Chief Executive Good morning, and welcome to the ISDA and AFMA Derivatives Trading Forum. Thanks for joining us today, and a big thank you to our...
ISDA Publishes FpML Version 5.14
ISDA has published a new version of its Financial products Markup Language (FpML), a widely used open-source standard for the electronic dealing and processing of derivatives transactions. The latest iteration – version 5.14 – incorporates several key modifications and updates...
Accounting for Tokenized Assets as Collateral
The use of tokenized assets as collateral for derivatives and securities financing transactions (SFTs) is emerging as a significant development in global capital markets. Financial institutions are increasingly evaluating tokenized representations of money market funds, government securities and other high-quality...
US Treasury Repo Clearing Indicator September 2026
The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, a key objective of the Securities...