ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

On July 15, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an addendum to the joint US Basel III “endgame” notice of proposed rulemaking (NPR). The addendum contains a proposal for general interest rate risk (GIRR) curvature to fix an issue that was recently identified.

Documents (1) for ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

ISDA AGM Studio: Jacques Vigner, BNP Paribas

Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets at BNP Paribas, speaks with Mark Gheerbrant, global head of risk and capital at ISDA, on the key obstacles to a consistent, risk-appropriate capital framework and how to...

ISDA AGM Studio: Future Leaders in Derivatives

Following publication of the latest whitepaper from the ISDA Future Leaders in Derivatives (IFLD) program, Collateral and Liquidity Efficiency in the Derivatives Market: Navigating Risk in a Fragile Ecosystem, Joel Clark talks to IFLD participants Koen Ottenheijm, senior treasury and...