ISDA Response to Industry Quantitative Impact Study on SA-CCR

On December 7, 2018, ISDA, the Global Financial Markets Association and the Institute of International Finance produced a briefing note on key findings and recommendations following an industry quantitative impact study (QIS) on the standardized approach for counterparty credit risk (SA-CCR). The QIS was conducted using real portfolios and confirmed the potentially punitive impact of SA-CCR, finding that implementation would lead to a total increase of €172 billion in risk weighed-assets.

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Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR

Response to EC Consultation on MICA Review

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