A Standard for Risk Data
Reporting of risk data has never been the easiest of tasks, either for banks or... Read more A Standard for Risk Data
Tag: Credit Valuation Adjustment (CVA)
The Future of Risk, Capital and Margin Reporting
Regulators increasingly require firms to report portfolio risk data at a detailed level, including in... Read more The Future of Risk, Capital and Margin Reporting
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Creating a Better Test for Capital
From the earliest days of the pandemic, it became clear that effective coronavirus testing would... Read more Creating a Better Test for Capital
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Hong Kong
Joint ISDA and ASIFMA response to the Hong Kong Monetary Authority’s consultation paper on local... Read more Hong Kong
Documents (1) for Hong Kong
Eight Technology Vendors License ISDA SA Benchmarking Unit Test
ISDA has today announced that eight technology vendors have licensed the ISDA Standardized Approach (SA)... Read more Eight Technology Vendors License ISDA SA Benchmarking Unit Test
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IQ in Brief: Trading Book Capital
On November 19, ISDA held a Trading Book Capital virtual conference, sponsored by EY. Speakers... Read more IQ in Brief: Trading Book Capital
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Trading Book Capital Virtual Event Opening Remarks
Trading Book Capital – Virtual Event November 19, 2020 Opening Remarks Scott O’Malia, CEO, ISDA... Read more Trading Book Capital Virtual Event Opening Remarks
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Recalibrating CVA
The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA
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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
A Relook at CVA
If something is worth doing, it’s worth doing right. And there’s no doubt establishing capital... Read more A Relook at CVA