Tag: Fundamental Review of the Trading Book (FRTB)
The ISDA Standard Initial Margin Model (ISDA SIMM) plays an important role in ensuring margin... Read more ISDA SIMM: The Trusted Standard for Initial Margin Calculations
Modernizing the FRTB: A Global Blueprint for Market Risk Reform
The global financial crisis of 2007-2009 exposed fundamental weaknesses in how banks measured and managed... Read more Modernizing the FRTB: A Global Blueprint for Market Risk Reform
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The Impact of the FRTB on Correlation Trading
The capitalization of the correlation trading portfolio (CTP) under the Fundamental Review of the Trading... Read more The Impact of the FRTB on Correlation Trading
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ISDA Trading and Treasury Forum: Scott O’Malia Opening Remarks
ISDA Derivatives Trading and Treasury Forum London, September 16, 2025 Opening Remarks Scott O’Malia... Read more ISDA Trading and Treasury Forum: Scott O'Malia Opening Remarks
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ISDA, IIF Respond to PRA on Adjustments to Basel 3.1 Market Risk Framework
On September 12, ISDA and the Institute of International Finance (IIF) submitted a joint response... Read more ISDA, IIF Respond to PRA on Adjustments to Basel 3.1 Market Risk Framework
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Trading Book Capital: Capital Conundrum, Navigating Basel III Endgame, SLR, Capital Buffers and Stress Testing
As the global regulatory community advances toward the Basel III endgame, critical questions remain about... Read more Trading Book Capital: Capital Conundrum, Navigating Basel III Endgame, SLR, Capital Buffers and Stress Testing
ISDA AGM Studio: Mark Gheerbrant and José Manuel Campa, EBA
José Manuel Campa, chairperson of the European Banking Authority, speaks to Mark Gheerbrant, ISDA’s global... Read more ISDA AGM Studio: Mark Gheerbrant and José Manuel Campa, EBA
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ISDA AGM Studio: Mark Gheerbrant and Jacques Vigner, BNP Paribas
Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets at BNP... Read more ISDA AGM Studio: Mark Gheerbrant and Jacques Vigner, BNP Paribas
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ISDA AGM 2025: Jeroen Krens Remarks
ISDA Annual General Meeting May 15, 2025 Chairman Remarks Jeroen Krens, ISDA Chair Goedemorgen... Read more ISDA AGM 2025: Jeroen Krens Remarks
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ISDA/IIF Response to EC’s Consultation on the Market Risk Prudential Framework
On April 22, ISDA and the Institute of International Finance (IIF) submitted a joint response... Read more ISDA/IIF Response to EC’s Consultation on the Market Risk Prudential Framework
