ISDA Response on FASB Reference Rate Reform Guidance

On November 13, ISDA responded to the Financial Accounting Standards Board’s (FASB) Reference No. 2020-900… Read more ISDA Response on FASB Reference Rate Reform Guidance

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Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model

Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR

Documents (1) for Consultation Response on Internal Default Risk Model Requirements

ISDA’s Response to the IASB on General Presentation and Disclosures

On September 15, ISDA responded to the International Accounting Standards Board’s consultation on General Presentation... Read more ISDA’s Response to the IASB on General Presentation and Disclosures

Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure

ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA

ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation... Read more ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA

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