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
Filter by Category
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
Documents (1) for Briefing Note: The Impact of SA-CCR
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 ISDA Comment Letter to Department of Treasury
Documents (1) for ISDA Comment Letter to Department of Treasury
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 ISDA Letter to the BCBS on SA-CCR
Documents (1) for ISDA Letter to the BCBS on SA-CCR
CRD5: The Net Stable Funding Ratio
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD5: The Net Stable Funding Ratio
Documents (1) for CRD5: The Net Stable Funding Ratio
CRD 5: Leverage Ratio – ISDA/AFME Position Paper
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD 5: Leverage Ratio – ISDA/AFME Position Paper
Documents (1) for CRD 5: Leverage Ratio – ISDA/AFME Position Paper
CRD5: The Capital Framework for Trading Activities (Market Risk)
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD5: The Capital Framework for Trading Activities (Market Risk)
Documents (1) for CRD5: The Capital Framework for Trading Activities (Market Risk)
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 ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book