Sebastian Crapanzano, ISDA board member, global co-head of financial resources and strategy and global head of market and counterparty risk, institutional securities group, at Morgan Stanley, and Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets at BNP Paribas, speak with Mark Gheerbrant, ISDA’s global head of risk and capital, about the US Basel III endgame, the viability of internal models for market risk under the Fundamental Review of the Trading Book and what more needs to be done to support a consistent, risk-sensitive capital framework.
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ISDA Publishes ISDA SIMM® Methodology, Version 2.8+2512
Following the 2026 primary calibration exercise, ISDA is pleased to publish SIMM® version 2.8+2512. This version of the ISDA SIMM has updates that are based on the full recalibration of the model using historical data up to 31 December 2025....
ISDA Treasury Forum: Scott O'Malia Opening Remarks
ISDA Treasury Forum June 11, 2026 Opening Remarks Scott O’Malia, ISDA CEO Hello and welcome to the ISDA Treasury Forum. I’d like to start by thanking CME Group for working with us once again to make this event happen...
Launch of US Treasury Repo Market Indicators
ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...
ISDA-Actrix US Treasury Clearing Indicators
This report provides indicators that illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities and Exchange Commission's...