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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Consultation Response on Risks Not in VAR and Stressed VAR
On November 6, 2020, ISDA submitted a response to a consultation by the Prudential Regulation... Read more Consultation Response on Risks Not in VAR and Stressed VAR
Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR
Consultation Response on Internal Default Risk Model Requirements
On October 22, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Internal Default Risk Model Requirements
Documents (1) for Consultation Response on Internal Default Risk Model Requirements
ISDA’s Response to the IASB on General Presentation and Disclosures
On September 15, ISDA responded to the International Accounting Standards Board’s consultation on General Presentation... Read more ISDA’s Response to the IASB on General Presentation and Disclosures
Documents (1) for ISDA’s Response to the IASB on General Presentation and Disclosures
ISDA Responds to EFRAG on Benchmark Reform
On September 4, ISDA responded to the European Financial Reporting Advisory Group’s (EFRAG) invitation to... Read more ISDA Responds to EFRAG on Benchmark Reform
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Consultation Response on the Calculation of the Stress Scenario Risk Measure
On September 4, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on the Calculation of the Stress Scenario Risk Measure
Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure
Application of DAC 6 to Financial Products and Services
ISDA and the Association for Financial Markets in Europe (AFME) have published a paper on... Read more Application of DAC 6 to Financial Products and Services
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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
Documents (4) for ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA
ISDA Responds on Tax Impact of LIBOR Withdrawal
On June 8, ISDA and UK Finance jointly wrote to HM Revenue & Customs (HMRC)... Read more ISDA Responds on Tax Impact of LIBOR Withdrawal
Documents (1) for ISDA Responds on Tax Impact of LIBOR Withdrawal
ISDA’s Response to EFRAG on Benchmark Reform
On May 20, ISDA responded to the European Financial Reporting Advisory Group’s (EFRAG) Pre-Consultation on... Read more ISDA’s Response to EFRAG on Benchmark Reform
Documents (1) for ISDA’s Response to EFRAG on Benchmark Reform
ISDA Response to IASB on Benchmark Reform
On May 20, ISDA responded to the International Accounting Standards Board’s (IASB) Consultation on the... Read more ISDA Response to IASB on Benchmark Reform