On February 18, 2022, ISDA submitted a response to the European Banking Authority (EBA) consultation on implementing technical standards for the 2023 internal models benchmarking exercise. ISDA’s members welcome the EBA’s efforts to improve the effectiveness of the exercise, including through the renumbering of instruments, portfolios and notes that the EBA has incorporated into some of the instruments/portfolios. The growth of the hypothetical portfolios year on year requires considerably more maintenance and computation capacities for the internal models approach exercise. ISDA therefore requests that the number of instruments are kept stable moving forward.
Documents (1) for ISDA Responds to EBA on Internal Models Benchmarking
Latest
Protected: 2025 Year-End Bonus Election Form
This content is password protected. To view it please enter your password below: Password:
Key IRD Trends from BIS 2025 Survey
This paper highlights changes in over-the-counter (OTC) interest rate derivatives (IRD) markets between April 2022 and April 2025, based on data from the Bank for International Settlements (BIS) Triennial Central Bank Survey. The survey provides a comprehensive view of global...
RMB IRD Growth in Mainland China & Hong Kong
This report analyzes interest rate derivatives (IRD) activity in mainland China and Hong Kong, with a particular focus on renminbi (RMB)-denominated IRD. It examines market growth, structure and integration across onshore and offshore centers, and places these developments within the...
ISDA and SIFMA Comment on CFTC Proposed Revisions to Business Conduct and Swap Documentation Requirements
On October 24, 2025 ISDA and SIFMA submitted comments to the CFTC on its proposed Revisions to Business Conduct and Swap Documentation Requirements for Swap Dealers and Major Swap Participants. The proposal covers amendments to requirements related to external business...