European Banking Authority (EBA) – International Swaps and Derivatives Association

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Tag: European Banking Authority (EBA)

Capital | November 12, 2020

Consultation Response on Data Inputs in the Risk Measurement Model

On November 12, 2020, ISDA submitted a response to a consultation by the European Banking... Read more

Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model

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Capital | October 22, 2020

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

Documents (1) for Consultation Response on Internal Default Risk Model Requirements

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Capital | September 4, 2020

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

Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure

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