Capital – Page 7 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Capital

Research Notes | June 13, 2011

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

Documents (1) for A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios

cem-vs-epe-research-note-final(pdf) will open in a new tab or window

Research Notes | February 1, 2010

The Importance of Close-Out Netting

Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more

Documents (1) for The Importance of Close-Out Netting

netting-isdaresearchnotes-1-2010(pdf) will open in a new tab or window