On November 12, 2020, ISDA submitted a response to a consultation by the European Banking… Read more Consultation Response on Data Inputs in the Risk Measurement Model
Filter by Category
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
Documents (1) for Industry Submits FRTB Consultation Response
ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III
ISDA and the Association for Financial Markets in Europe (AFME) comment letter on the European... Read more ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III
Documents (1) for ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III
ISDA/GFMA/IIF Global NSFR Briefing Note
ISDA, GFMA, and IIF welcome the decision by the Basel Committee on Banking Supervision (BCBS)... Read more ISDA/GFMA/IIF Global NSFR Briefing Note
Documents (1) for ISDA/GFMA/IIF Global NSFR Briefing Note
ISDA-FIA Supplemental Comment Letter to G-SIB Surcharge
ISDA and the Futures Industry Association (FIA) supplemental comment letter on the proposed changes by... Read more ISDA-FIA Supplemental Comment Letter to G-SIB Surcharge
Documents (1) for ISDA-FIA Supplemental Comment Letter to G-SIB Surcharge
ISDA/AFME Briefing Note on SA-CCR
The Standardised Approach for Counterparty Credit Risk (SA-CCR), a methodology to calculate the capital required... Read more ISDA/AFME Briefing Note on SA-CCR
Documents (1) for ISDA/AFME Briefing Note on SA-CCR
ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal
ISDA and the Futures Industry Association (FIA) comment letter on the proposed changes by the Board of Governors... Read more ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal
Documents (1) for ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal
ISDA/GFMA/IIF Publish Industry FRTB QIS Analysis
ISDA, GFMA and IIF analysed data as of December 2016 submitted by 30 banks as... Read more ISDA/GFMA/IIF Publish Industry FRTB QIS Analysis
Documents (1) for ISDA/GFMA/IIF Publish Industry FRTB QIS Analysis
Briefing Note: The Impact of SA-CCR
A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact... Read more Briefing Note: The Impact of SA-CCR