An Eye to the Future – IQ April 2018
It’s not possible to predict the future with any certainty. In this ISDA annual general... Read more An Eye to the Future - IQ April 2018
Capital
ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III
ISDA and the Association for Financial Markets in Europe (AFME) comment letter on the European... Read more ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III
Monitoring of Basel Rules will be Critical
Publication of the latest package of capital requirements – often dubbed Basel IV – has... Read more Monitoring of Basel Rules will be Critical
Documents (0)
Singapore – ISDA/ASIFMA submission on capital requirements
Joint ISDA-ASIFMA submission to Monetary Authority of Singapore regards to the Consultation Paper on Proposed... Read more Singapore - ISDA/ASIFMA submission on capital requirements
Documents (1)
A Global Framework Should Still be the Goal
This week, ISDA hosted a symposium on the future of bank capital in Europe. It... Read more A Global Framework Should Still be the Goal
Documents (0)
The Pendulum Swings: Basel Committee Shifts Away from Internal Models – Vol 2, Issue 3: July 2016
This issue of IQ looks at the proposed changes to the use of internal models,... Read more The Pendulum Swings: Basel Committee Shifts Away from Internal Models - Vol 2, Issue 3: July 2016
Documents (1)
What Now for Basel III? – Vol 1, Issue 3: October 2015
This issue of IQ: ISDA Quarterly considers these important capital reforms from a variety of... Read more What Now for Basel III? - Vol 1, Issue 3: October 2015
Documents (1)
ISDA Webcast: Preparing for WGMR Implementation
A large proportion of derivatives users will soon be required to post margin on non-cleared... Read more ISDA Webcast: Preparing for WGMR Implementation
Documents (0)
Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
A whitepaper discussing the SIMM for non-cleared derivatives was published by ISDA in December 2013.... Read more Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
Documents (1)
A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios