As part of the default risk charge (DRC) in the internal models approach (IMA) within… Read more FRTB IMA DRC and the 3 Basis Point Floor
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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
Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model
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
Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR
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
Documents (1) for Consultation Response on Internal Default Risk Model Requirements
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
Documents (4) for ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA
ISDA/ GFMA/ IIF Response to BCBS Consultation on CVA
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
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ISDA Responds to EC Consultation on CRR3 Implementation
On December 20, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA Responds to EC Consultation on CRR3 Implementation
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Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
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SA-CCR: Impact on the US
The Basel Committee on Banking Supervision (BCBS) designed the new standardized approach to counterparty credit... Read more SA-CCR: Impact on the US
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The Fundamental Review of the Trading Book and Emerging Markets
In January 2019, the final piece of Basel III fell into place with the publication... Read more The Fundamental Review of the Trading Book and Emerging Markets