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 PDF link below.
For more information on ISDA SA Benchmarking and Perun, click here.