ISDA, with the Global Financial Markets Association, the Futures Industry Association, the Institute of International… Read more Joint Response to BCBS Crypto Standard Amendments Consultation
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ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
On July 17, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Documents (2) for ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
On May 22, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
Documents (1) for ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA/AFME response to the European Banking Authority’s (EBA) Draft regulatory technical standards on the margin... Read more ISDA/AFME response to the EBA's 'Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients'.
Documents (2) for ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
This response consolidates prior industry responses (issued successively on Jan 3rd, 6th and 19th, 2014,... Read more ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
Documents (2) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors
On January 19, the International Swaps and Derivatives Association, Inc. (“ISDA”), Global Financial Markets Association... Read more ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors
Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors
ISDA, GFMA & IIF Letter to the Trading Book Group (“TBG”) of the Basel Committee on Banking Supervision (“BCBS”) re. the Fundamental Review of the Trading Book (FRTB): Request to Revise the FRTB and Quantitative Impact Studies (“QIS”) Timelines
On January 6, the International Swaps and Derivatives Association, Inc. (“ISDA”), Global Financial Markets Association... Read more ISDA, GFMA & IIF Letter to the Trading Book Group (“TBG”) of the Basel Committee on Banking Supervision (“BCBS”) re. the Fundamental Review of the Trading Book (FRTB): Request to Revise the FRTB and Quantitative Impact Studies (“QIS”) Timelines
Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group (“TBG”) of the Basel Committee on Banking Supervision (“BCBS”) re. the Fundamental Review of the Trading Book (FRTB): Request to Revise the FRTB and Quantitative Impact Studies (“QIS”) Timelines
ISDA, GFMA & IIF initial Industry Comment Letter to the Basel Committee on the Proposed Revised Standardized Approach of the BCBS Second Consultative Document Fundamental Review of the Trading Book
On January 3, the International Swaps and Derivatives Association, Inc. (“ISDA”), Global Financial Markets Association... Read more ISDA, GFMA & IIF initial Industry Comment Letter to the Basel Committee on the Proposed Revised Standardized Approach of the BCBS Second Consultative Document Fundamental Review of the Trading Book
Documents (1) for ISDA, GFMA & IIF initial Industry Comment Letter to the Basel Committee on the Proposed Revised Standardized Approach of the BCBS Second Consultative Document Fundamental Review of the Trading Book
ISDA response to CPSS-IOSCO Consultative report: Public quantitative disclosure standards for CCPs
ISDA responded to the CPSS-IOSCO consultative report on Public quantitative disclosure standards for CCPs issued... Read more ISDA response to CPSS-IOSCO Consultative report: Public quantitative disclosure standards for CCPs
Documents (1) for ISDA response to CPSS-IOSCO Consultative report: Public quantitative disclosure standards for CCPs
Standard Initial Margin Model for Non-Cleared Derivatives
In order to facilitate the introduction of final BCBS-IOSCO guidelines for margin requirements for non-centrally... Read more Standard Initial Margin Model for Non-Cleared Derivatives