Regulators increasingly require firms to report portfolio risk data at a detailed level, including in the context of benchmarking their capital models. While the aim of risk data reporting is to enhance transparency and standardization across the industry, there is significant scope for inconsistency in the reporting, analysis and interpretation of this data.
There is now an opportunity for the industry to collaborate with global regulators to promote common standards and a uniform approach to risk data reporting and processing. This whitepaper proposes an approach based on ISDA’s Common Risk Interchange Format (CRIF) and the Common Domain Model (CDM), which will reduce the operational complexity and costs associated with the proliferation of standards aimed at capturing portfolio risk data.
Documents (1) for The Future of Risk, Capital and Margin Reporting
Latest
Webinar: CDM – Digital Documentation Reducing Onboarding Time and Resources
Please enter your name and email below in order to watch this video. [If you have an isda.org account and are logged in, just confirm that the details shown are correct.] Thank you! [contact-form-7 id="1240088" title="Webinar: CDM – Digital Documentation...
Webinar: Using AI and the CDM for Digitized Documentation
Please enter your name and email below in order to watch this video. [If you have an isda.org account and are logged in, just confirm that the details shown are correct.] Thank you! [contact-form-7 id="1240087" title="Webinar: Using AI and the...
Webinar: Artificial Intelligence and CDM – Ark51’s Journey to Digitize ISDA Documentation
Please enter your name and email below in order to watch this video. [If you have an isda.org account and are logged in, just confirm that the details shown are correct.] Thank you! [contact-form-7 id="1240082" title="Webinar: Artificial Intelligence and CDM...
Webinar: The Common Domain Model – Likezero Transforming ISDA Documentation into Data Intelligence
Please enter your name and email below in order to watch this video. [If you have an isda.org account and are logged in, just confirm that the details shown are correct.] Thank you! [contact-form-7 id="1240079" title="Webinar: The Common Domain Model...