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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BCBS-IOSCO Proposal on Margin Requirements For Non-Centrally-Cleared Derivatives
Letter to BCBS-IOSCO from ISDA, IIF and AFME
Documents (1) for BCBS-IOSCO Proposal on Margin Requirements For Non-Centrally-Cleared Derivatives
IFRS 9 on general hedge accounting – Review Draft
ISDA letter to IASB regarding IFRS 9 on general hedge accounting – comments and concerns
Documents (1) for IFRS 9 on general hedge accounting – Review Draft
ISDA response to IASB re. Novation of Derivatives under EMIR legislation
On November 28, as a result of the interaction between IAS 39 and the new... Read more ISDA response to IASB re. Novation of Derivatives under EMIR legislation
Documents (1) for ISDA response to IASB re. Novation of Derivatives under EMIR legislation
Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications
An analysis of initial margin (IM) requirements for non-centrally cleared OTC derivatives under current regulatory... Read more Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications
Documents (1) for Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications
Re-Opening of Comment Period re: Margin and Capital Requirements for Covered Swap Entities – Comments on Margin Requirements
Letter to OCC, Federal Reserve, Federal Housing Finance Agency (FHFA), Farm Credit Administration and Federal... Read more Re-Opening of Comment Period re: Margin and Capital Requirements for Covered Swap Entities – Comments on Margin Requirements
Documents (1) for Re-Opening of Comment Period re: Margin and Capital Requirements for Covered Swap Entities – Comments on Margin Requirements
ISDA/AFME letter to EC re. Capital Requirements Regulation
Letter to Sebastijan Hrovatin, European Commission regarding the European Commission compromise draft on capital requirements... Read more ISDA/AFME letter to EC re. Capital Requirements Regulation
Documents (1) for ISDA/AFME letter to EC re. Capital Requirements Regulation
ISDA Comments on FATCA grandfathering
ISDA comment letter to the United States Department of the Treasury on the grandfathering provisions... Read more ISDA Comments on FATCA grandfathering
Documents (1) for ISDA Comments on FATCA grandfathering
ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties
ISDA and AFME wrote to the European Commission (“EC”) regarding the EC compromise draft on... Read more ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties
Documents (1) for ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties
Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements
Letter to Office of the Comptroller of the Currency, Board of Governors of the Federal... Read more Notice of Proposed Rulemaking - Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements
Documents (1) for Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements
Letter to RMG re BCBS 227
Capitalisation of bank exposures to central counterparties (“BCBS 227”). The purpose of this letter is... Read more Letter to RMG re BCBS 227