On September 20, 2021, ISDA, the Global Financial Markets Association, the Financial Services Forum, the… Read more Trade Associations Respond to Basel Committee Consultation on Cryptoassets
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Consultation Response on the Calculation of the Stress Scenario Risk Measure
On September 4, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on the Calculation of the Stress Scenario Risk Measure
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
Documents (3) for ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA
ISDA/ GFMA/ IIF Response to BCBS Consultation on CVA
On February 25, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/ GFMA/ IIF Response to BCBS Consultation on CVA
Documents (1) for ISDA/ GFMA/ IIF Response to BCBS Consultation on CVA
ISDA Responds to EC Consultation on CRR3 Implementation
On December 20, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA Responds to EC Consultation on CRR3 Implementation
Documents (1) for ISDA Responds to EC Consultation on CRR3 Implementation
Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
SA-CCR: Impact on the US
The Basel Committee on Banking Supervision (BCBS) designed the new standardized approach to counterparty credit... Read more SA-CCR: Impact on the US
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The Fundamental Review of the Trading Book and Emerging Markets
In January 2019, the final piece of Basel III fell into place with the publication... Read more The Fundamental Review of the Trading Book and Emerging Markets
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Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the... Read more Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
Documents (2) for Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
Joint Trades eSLR/TLAC Comment Letter
Executive Summary The leverage ratio is a poor indicator of bank condition. The Proposal would... Read more Joint Trades eSLR/TLAC Comment Letter
Documents (1) for Joint Trades eSLR/TLAC Comment Letter
Industry Submits FRTB Consultation Response
On June 20, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International Finance... Read more Industry Submits FRTB Consultation Response