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
Filter by Category
ISDA/GFMA/ABA/FSR/IIB/IIF response to Revised Basel III leverage ratio framework and disclosure requirements (Proposed Framework)
On September 20, the Global Financial Markets Association (GFMA), American Bankers Association, Financial Services Roundtable,... Read more ISDA/GFMA/ABA/FSR/IIB/IIF response to Revised Basel III leverage ratio framework and disclosure requirements (Proposed Framework)
Documents (1) for ISDA/GFMA/ABA/FSR/IIB/IIF response to Revised Basel III leverage ratio framework and disclosure requirements (Proposed Framework)
ISDA letter to the EP re. Accounting and Financial Reporting
On September 9, ISDA wrote to Mr Theodor Stolojan (MEP) regarding Accounting and Financial Reporting... Read more ISDA letter to the EP re. Accounting and Financial Reporting
Documents (1) for ISDA letter to the EP re. Accounting and Financial Reporting
ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)
On August 31, ISDA & AFME submitted a joint response to the EBA on the... Read more ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)
Documents (1) for ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)
ISDA/AFME response to the Consultation Paper Draft RTS on the definition of market under Article 330(3) of the Draft Capital Requirements Regulation (CRR) (EBA/CP/2013/15).
On August 30, ISDA & AFME submitted their joint response to the European Banking Authority... Read more ISDA/AFME response to the Consultation Paper Draft RTS on the definition of market under Article 330(3) of the Draft Capital Requirements Regulation (CRR) (EBA/CP/2013/15).
Documents (1) for ISDA/AFME response to the Consultation Paper Draft RTS on the definition of market under Article 330(3) of the Draft Capital Requirements Regulation (CRR) (EBA/CP/2013/15).
ISDA Comments on FATCA – ISDA Proposal for FATCA regulations and SPVs
ISDA comment letter to the United States Department of the Treasury with a proposal for... Read more ISDA Comments on FATCA – ISDA Proposal for FATCA regulations and SPVs
Documents (1) for ISDA Comments on FATCA – ISDA Proposal for FATCA regulations and SPVs
ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk
On August 15, the Associations (ISDA, GFMA, IIF) sent a covering letter and further response... Read more ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk
Documents (2) for ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk
CCP Loss Allocation at the End of the Waterfall
CCPs will be required to establish robust recovery, continuity and resolution mechanisms. These must be... Read more CCP Loss Allocation at the End of the Waterfall
Documents (1) for CCP Loss Allocation at the End of the Waterfall
EFRAG’s endorsement advice on Novation of Derivatives (IAS 39)
The European Commission has requested EFRAG to deliver its endorsement advice on the Novation of... Read more EFRAG’s endorsement advice on Novation of Derivatives (IAS 39)
Documents (1) for EFRAG’s endorsement advice on Novation of Derivatives (IAS 39)
ISDA and Other Associations Submit Comments to the BCBS on Supervisory Framework for Measuring and Controlling Large Exposures
ISDA, the Clearing House Association L.L.C., the American Bankers Association (ABA), the Financial Services Roundtable... Read more ISDA and Other Associations Submit Comments to the BCBS on Supervisory Framework for Measuring and Controlling Large Exposures
Documents (1) for ISDA and Other Associations Submit Comments to the BCBS on Supervisory Framework for Measuring and Controlling Large Exposures
ISDA letter to EFRAG’s Public Consultation: is there a need for specific financial reporting for long-term investing activities business models?
ISDA response to the EFRAG public consultation considering possible ways for supporting long-term investment, questioning... Read more ISDA letter to EFRAG’s Public Consultation: is there a need for specific financial reporting for long-term investing activities business models?