Letter to the EBA on SA-CCR

On October 13, 2023, ISDA and the Association for Financial Markets in Europe (AFME) submitted… Read more Letter to the EBA on SA-CCR

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Documents (1) for ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties

Documents (1) for Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements

Documents (1) for Response to BCBS and IOSCO consultative document "Margin requirements for non-centrally-cleared derivatives"

Documents (1) for EBA Consultation Paper On Draft Regulatory Technical Standards for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2012/09)

Documents (2) for Basel Committee on Banking Supervision Consultative Document Fundamental Review of the Trading Book

Documents (1) for ISDA response letter to the European Commission re. timing of application of Own Funds Requirements for Exposures to a Central Counterparty in the Capital Requirements Directive (CRD IV)

Documents (1) for ISDA files comment letter on EBA’s consultation paper on draft Regulatory Technical Standards on Capital Requirements for CCPs

Documents (1) for Investment securities – interlink between accounting and regulations — AFS and OCI treatment under Basel III – removal of prudential filters and interaction with accounting rules under US GAAP and IFRS

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