ISDA Responds to EBA Consultation on Internal Models Benchmarking

On February 15, 2021, ISDA submitted a response to the European Banking Authority (EBA) on… Read more ISDA Responds to EBA Consultation on Internal Models Benchmarking

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Documents (1) for Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”

Documents (1) for Joint Trade Association letter (BBA, LIBA, ISDA, CMSA-Europe, IACPM, EBF, SIFMA and the ESF) with regard to the European Commission Service’s alternative proposal to amend the Capital Requirements Directive (CRD) to address incentives in the “originate-to-distribute” (OTD) model. Submitted to Commissioner McCreevy (European Commission), cc-ing Member States, EU Commissioners, and Commission Services

Documents (1) for Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

Documents (1) for Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

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