The crypto-assets market grew by three-and-a-half times in 2021 compared to 2020, to almost $3… Read more Crypto-asset Risks and Hedging Analysis
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ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB
On July 2, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB
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ISDA and AFME Respond to EBA on JTD Amounts
On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on JTD Amounts
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ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
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ISDA and AFME Respond to PRA Consultation on Implementation of Basel Standards
On April 30, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to PRA Consultation on Implementation of Basel Standards
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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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Consultation Response on Data Inputs in the Risk Measurement Model
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
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Consultation Response on Risks Not in VAR and Stressed VAR
On November 6, 2020, ISDA submitted a response to a consultation by the Prudential Regulation... Read more Consultation Response on Risks Not in VAR and Stressed VAR
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Consultation Response on Internal Default Risk Model Requirements
On October 22, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Internal Default Risk Model Requirements
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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
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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