This issue of IQ looks at the proposed changes to the use of internal models, and considers the potential impact. This issue also includes an article on the Fundamental Review of the Trading Book (FRTB), which features analysis on the capital impact of moving from internal models to standardised approaches.
Documents (1) for The Pendulum Swings: Basel Committee Shifts Away from Internal Models – Vol 2, Issue 3: July 2016
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ISDA Response – ROC Consultation on Revised CDE Version 4
The International Swaps and Derivatives Association, Inc. (ISDA) response to the Regulatory Oversight Committee (ROC) consultation on the harmonisation of critical OTC derivatives data elements (CDE) revised CDE Technical Guidance – version 4, submitted to the ROC on January 24,...
ISDA response to ESMA MiFIR Review Consultation
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Canadian Transaction Reporting Party Requirements
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ISDA In Review – June 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in June 2025.