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ISDA, GFMA, IACPM and JFMC respond to the Basel consultation on internal risk models
ISDA, along with the Global Financial Markets Association (GFMA), the International Association of Credit Portfolio... Read more ISDA, GFMA, IACPM and JFMC respond to the Basel consultation on internal risk models
Industry comments on the second phase of revised Pillar 3 consultation
On June 10, ISDA, along with the Institute of International Finance (IIF) and the Global... Read more Industry comments on the second phase of revised Pillar 3 consultation
Industry associations respond to notice of proposed rule-making on single counterparty credit limits
On June 3, 2016, ISDA, The Clearing House Association, the American Bankers Association, the Financial... Read more Industry associations respond to notice of proposed rule-making on single counterparty credit limits
ISDA/GFMA/IIF publish industry FRTB QIS analysis
On April 18, ISDA, GFMA and IIF published key findings from an updated quantitative impact... Read more ISDA/GFMA/IIF publish industry FRTB QIS analysis
Documents (1)
ISDA/AFME respond to EBA consultation on internal models for market risk
On March 11, 2016, ISDA responded jointly with the Association for Financial Markets in Europe... Read more ISDA/AFME respond to EBA consultation on internal models for market risk
ISDA/AFME response to EBA consultation on treatment of CVA risk under SREP
On February 12, 2015, ISDA responded jointly with the Association for Financial Markets in Europe... Read more ISDA/AFME response to EBA consultation on treatment of CVA risk under SREP
ISDA/GFMA/IIF send letter to GHOS and BCBS on FRTB
On October 30, ISDA, GFMA and IIF sent a letter to the Group of Governors... Read more ISDA/GFMA/IIF send letter to GHOS and BCBS on FRTB
Documents (1)
ISDA/GFMA/IIF publish industry FRTB QIS analysis
ISDA, GFMA and IIF ran a project to analyse the data submitted by 28 banks... Read more ISDA/GFMA/IIF publish industry FRTB QIS analysis
Consideration of Accounting Analysis for CCP Recovery and Continuity Tools
This paper examines some factors that central counterparties (CCPs) should consider in structuring partial tear-up... Read more Consideration of Accounting Analysis for CCP Recovery and Continuity Tools
Joint associations’ response to BCBS consultation on IRRBB
On September 11, ISDA responded jointly with the other associations (IIF/IBFed/GFMA) to the BCBS consultation... Read more Joint associations’ response to BCBS consultation on IRRBB