On December 7, 2018, ISDA, the Global Financial Markets Association and the Institute of International Finance produced a briefing note on key findings and recommendations following an industry quantitative impact study (QIS) on the standardized approach for counterparty credit risk (SA-CCR). The QIS was conducted using real portfolios and confirmed the potentially punitive impact of SA-CCR, finding that implementation would lead to a total increase of €172 billion in risk weighed-assets.
Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR
Latest
ISDA Response to FCA on Fund Tokenization
On November 21, ISDA responded to the Financial Conduct Authority’s (FCA) consultation paper CP25/28 on progressing fund tokenization. In the response, ISDA focuses on the use of tokenized assets as both cleared and non-cleared derivatives collateral. Tokenization presents a significant...
ISDA Requests FASB to Consider ASC 815
On November 19, ISDA submitted a request to the Emerging Issues Task Force (EITF) of the Financial Accounting Standards Board (FASB) to clarify whether FASB Accounting Standards Codification (ASC) 815 does not prohibit using the spot method to assess hedge...
ISDA Response to CFTC Tokenized Collateral and Stablecoin Initiative
ISDA has responded to the CFTC’s Request for Input on the Tokenized Collateral and Stablecoin Initiative, offering perspectives on how tokenization and GENIUS Act–compliant payment stablecoins might contribute to more efficient and resilient collateral practices in derivatives markets. The letter...
Protected: 2025 Year-End Bonus Election Form
This content is password protected. To view it please enter your password below: Password: