ISDA Responds to EBA Consultation on Internal Models Benchmarking
On February 15, 2021, ISDA submitted a response to the European Banking Authority (EBA) on... Read more ISDA Responds to EBA Consultation on Internal Models Benchmarking
Tag: European Banking Authority (EBA)
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 Consultation Response on Data Inputs in the Risk Measurement Model
Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model
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
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