A Conceptual Framework for Climate Scenario Analysis in the Trading Book

Understanding the potential impact of climate risk on the financial system is of increasing importance,… Read more A Conceptual Framework for Climate Scenario Analysis in the Trading Book

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Documents (1) for ISDA Response to The Turner Review: “A regulatory response to the global banking crisis” & Discussion Paper 09/2: “A regulatory response to the global banking crisis”. Submitted to FSA.

Documents (1) for Joint Association (ISDA, LIBA, EBF and ESF) Response to the EU Commission Services Working Document on proposed changes to the Capital Requirements Directive. Submitted to Director Elemér Tertak, European Commission

Documents (1) for Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.

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