Next Step to the CDM
ISDA APAC Benchmark Working Group Minutes – 24 January 2018
A Blueprint for the Optimal Future State of Collateral Processing
Japan Monthly Update – February 2018 (English)
SwapsInfo Full Year and Q4 2017 Review
ISDA-FIA Response to G-SIB Surcharge
ISDA fosters safe and efficient derivatives markets to facilitate effective risk management for all users of derivative products.
A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact of the Basel Committee’s standardised approach for measuring counterparty credit risk exposures. This briefing note outlines the key findings.
Basel Committee on Banking Supervision, Global, Net Stable Funding Ratio, Risk and Capital
Clearing, US Public Policy
Counterparty Credit Risk, SA-CCR