ISDA Responds to PRA Consultation on Basel 3.1 Implementation

On March 31, ISDA and the Association for Financial Markets in Europe (AFME) submitted a… Read more ISDA Responds to PRA Consultation on Basel 3.1 Implementation

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Documents (1) for ISDA and AFME Respond to PRA Consultation on Implementation of Basel Standards

Documents (1) for ISDA Responds to EBA Consultation on Internal Models Benchmarking

Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model

Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR

Documents (1) for Consultation Response on Internal Default Risk Model Requirements

Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure

Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

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