Risk Awards 2022 Innovation in Technology: ISDA

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

Efficiency is Vital to Delivering Resilience

With less than three months to go until implementation of US Treasury clearing begins at the end of this year, it’s critical that the mandate is safely implemented without compromising market efficiency. This represents a huge change in market structure,...

Assessing Tokenized MMFs as Eligible Collateral

Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...