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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Documents (1) for Issues relating to derivatives netting under FIN 39
Documents (1) for Comment letter on IASB Exposure Draft “Fair Value Option for Financial Liabilities”
Documents (1) for Sound Practices for Backtesting CCR Models – ISDA and AFME comment
Documents (1) for Joint Association (ISDA, BBA and AFME) Response to Capital Requirements Directive IV. Submitted to European Commission
Documents (1) for Joint Association (ISDA, BBA and GFMA) Response to Basel Committee’s Resilience (BCBS 164) and Liquidity Framework (BCBS 165) proposals
Documents (1) for Joint Association (ISDA, BBA and GFMA) Response to Basel Committee’s Resilience (BCBS 164) and Liquidity Framework (BCBS 165) proposals
Documents (1) for Joint Association (ISDA, BBA and AFME) Response regarding Tranche protection trades. Submitted to FSA
Documents (1) for Joint Association (ISDA, BBA and AFME) Letter regarding proposed stress tests for the Correlation Trading Portfolio. Submitted to Basel Committee on Banking Supervision
Documents (1) for Joint Association (ISDA, BBA and AFME) Letter regarding proposed stress tests for the Correlation Trading Portfolio. Submitted to Basel Committee on Banking Supervision
U.S. withholding tax on certain “dividend equivalent payments” made with respect to equity swaps
ISDA Letter on Extenders Bill