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/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
On July 17, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Documents (2) for ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA... Read more Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
Documents (1) for Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
On May 22, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
Documents (1) for ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
ISDA Comments on Proposed Section 871(m) Regulations
ISDA comment letter to the United States Department of the Treasury and Internal Revenue Service... Read more ISDA Comments on Proposed Section 871(m) Regulations
Documents (1) for ISDA Comments on Proposed Section 871(m) Regulations
ISDA Comments on FATCA – Follow-Up on Collateral Concerns
ISDA comment letter to the United States Internal Revenue Service and Department of the Treasury... Read more ISDA Comments on FATCA – Follow-Up on Collateral Concerns
Documents (1) for ISDA Comments on FATCA – Follow-Up on Collateral Concerns
ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA/AFME response to the European Banking Authority’s (EBA) Draft regulatory technical standards on the margin... Read more ISDA/AFME response to the EBA's 'Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients'.
Documents (2) for ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’
On February 28, ISDA responded to the International Valuation Standard Council (‘IVSC’) exposure draft on... Read more ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’
Documents (1) for ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’
ISDA North America Tax Committee Comment Letter to U.S. Treasury requesting a delay in the application of proposed regulations under Section 871(m) of the Internal Revenue Code
The submission to the United States Treasury requests immediate relief from the early application of... Read more ISDA North America Tax Committee Comment Letter to U.S. Treasury requesting a delay in the application of proposed regulations under Section 871(m) of the Internal Revenue Code
Documents (1) for ISDA North America Tax Committee Comment Letter to U.S. Treasury requesting a delay in the application of proposed regulations under Section 871(m) of the Internal Revenue Code
ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
This response consolidates prior industry responses (issued successively on Jan 3rd, 6th and 19th, 2014,... Read more ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).