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
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ISDA/AFME responds to the EBA consultation on the draft RTS on proxy spread for CVA risk
On July 6, ISDA, along with the Association for Financial Markets in Europe (AFME), responded... Read more ISDA/AFME responds to the EBA consultation on the draft RTS on proxy spread for CVA risk
Documents (1) for ISDA/AFME responds to the EBA consultation on the draft RTS on proxy spread for CVA risk
ISDA/AFME response to the EC consultation on market risk
On June 24, ISDA, along with the Association for Financial Markets in Europe (AFME), responded... Read more ISDA/AFME response to the EC consultation on market risk
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ISDA/AFME/IIF response to the EC consultation on the NSFR
On June 24, ISDA, along with the Association for Financial Markets in Europe (AFME) and... Read more ISDA/AFME/IIF response to the EC consultation on the NSFR
Documents (1) for ISDA/AFME/IIF response to the EC consultation on the NSFR
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
Documents (1) for 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
Documents (1) for 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
Documents (1) for 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
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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
Documents (1) for ISDA/AFME respond to EBA consultation on internal models for market risk
ISDA Comment on proposed regulations concerning notional principal contracts with nonperiodic payments
ISDA comment letter to the United States Department of the Treasury regarding the proposed regulations... Read more ISDA Comment on proposed regulations concerning notional principal contracts with nonperiodic payments
Documents (1) for ISDA Comment on proposed regulations concerning notional principal contracts with nonperiodic payments
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