Capital Archives | Page 2 of 18 | International Swaps and Derivatives Association

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Capital | June 17, 2020

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

Capital | January 26, 2018

ISDA/GFMA/IIF Global NSFR Briefing Note

ISDA, GFMA, and IIF welcome the decision by the Basel Committee on Banking Supervision (BCBS)... Read more

Documents (1) for ISDA/GFMA/IIF Global NSFR Briefing Note

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Capital | November 22, 2017

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

Documents (1) for ISDA-FIA Supplemental Comment Letter to G-SIB Surcharge

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Capital | November 20, 2017

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

Documents (1) for ISDA/AFME Briefing Note on SA-CCR

SA-CCR Shortcomings and Untested Impacts(pdf) will open in a new tab or window

Capital | October 11, 2017

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

Documents (1) for ISDA-FIA Comment Letter to Federal Reserve on FR Y-15 Proposal

FIA-ISDA - G-SIB Surcharge OTC Derivatives Comment Letter (FINAL)(pdf) will open in a new tab or window

Capital | July 13, 2017

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

Documents (1) for ISDA/GFMA/IIF Publish Industry FRTB QIS Analysis

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Capital | May 15, 2017

Briefing Note: The Impact of SA-CCR

A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact... Read more

Documents (1) for Briefing Note: The Impact of SA-CCR

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Capital | April 28, 2017

ISDA Comment Letter to Department of Treasury

ISDA comment letter to the Department of Treasury regarding the President’s Executive Order 13772 titled... Read more

Documents (1) for ISDA Comment Letter to Department of Treasury

isda-treasury-letter-final-4-28(pdf) will open in a new tab or window

Capital | March 21, 2017

ISDA Letter to the BCBS on SA-CCR

Following the suggestion by the Basel Committee on Banking Supervision (BCBS) to ISDA to share... Read more

Documents (1) for ISDA Letter to the BCBS on SA-CCR

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Capital | March 20, 2017

ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book

ISDA and AFME issue a Position Paper on the Fundamental Review of the Trading Book... Read more

Documents (1) for ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book

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Capital | March 20, 2017

CRD5: The Net Stable Funding Ratio

Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more

Documents (1) for CRD5: The Net Stable Funding Ratio

net(pdf) will open in a new tab or window