ISDA has won Risk.net’s 2022 Innovation in Technology award for Perun, part of ISDA’s Standardized Approach (SA) Benchmarking initiative.
ISDA SA Benchmarking has been developed to enable banks to accurately and consistently implement certain Basel III standardized approaches and identify and analyze any areas of divergence. ISDA SA Benchmarking is underpinned by Perun, a quantitative analysis tool developed by ISDA’s in-house analytics team that combines with ISDA’s Common Risk Interchange Format to automate much of the analysis and deliver detailed, customized reports to banks and regulators.
Read the Innovation in Technology article by clicking on the attached PDF.
For more information on ISDA SA Benchmarking and Perun, click here.
Documents (1) for Risk Awards 2022 Innovation in Technology: ISDA
Latest
Paper on Proposal 6 on Margin Transparency
On November 16, ISDA published a document that looked at proposal 6 in the final Basel Committee on Banking Supervision (BCBS), Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) report on margin transparency. Proposal...
Tender Issued for DC Administrator Role
ISDA and the Credit Derivatives Governance Committee have issued an invitation to tender for an independent regulated entity to serve as the administrator for the Credit Derivatives Determinations Committees (DCs), which includes assuming the role of DC secretary. The DC...
ISDA SIMM: The Standard for IM Calculations
The ISDA Standard Initial Margin Model (ISDA SIMM) plays an important role in ensuring margin calculations are consistent, transparent and aligned with global best practices and regulatory requirements. Since its launch in 2016, the model has been rigorously tested, regularly...
ISDA In Review – October 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in October 2025.
