ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA

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 Comments on Proposed FASB Staff Position FAS 157-e, Determining Whether a Market Is Not Active and a Transaction Is Not…

Documents (1) for Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.

Documents (1) for Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.

Documents (1) for ISDA Comments on Proposed Issue C22, Exception Related to Embedded Credit Derivatives; to Russell Golden, FASB

Documents (1) for Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”

Documents (1) for Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”

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