ISDA Response to PRA Consultation Paper CP8/16

The International Swaps and Derivatives Association, Inc. (ISDA) is grateful for the opportunity to provide feedback on the Prudential Regulation Authority (the PRA) consultation paper on the contractual recognition of bail-in: amendments to Prudential Regulation Authority rules published in March 2016 (the Consultation). ISDA’s response is primarily focused on the impact on derivatives markets.

Documents (1) for ISDA Response to PRA Consultation Paper CP8/16

ISDA Publishes Updated ISDA SIMM Governance

ISDA has published an updated version of the ISDA SIMM® Governance Framework, which sets out the principles under which the ISDA Standard Initial Margin Model® operates and the process through which it will be reviewed and amended on a consistent...

ISDA Response to PRA IMA Consultation

On September 18, ISDA, the Association for Financial Markets in Europe, the Institute of International Finance and UK Finance submitted a joint response to the UK Prudential Regulation Authority consultation on adjustments to the internal model approach (IMA) for the...

Calibration Test – IQ September 2026

Calibrating capital requirements is a highly complex undertaking and getting it wrong can have serious consequences. Too much lenience might lead to banks holding insufficient capital to mitigate their risks. But excess conservatism can put balance sheets under strain, forcing...