Fundamental Review of the Trading Book (FRTB) – International Swaps and Derivatives Association

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Tag: Fundamental Review of the Trading Book (FRTB)

Capital | July 18, 2024

ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

On July 15, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an... Read more

Documents (1) for ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR

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Risk & Capital | July 18, 2024

Fundamental Review of the Trading Book: Internal Models Approach Adoption

As the published timelines for banks to comply with the Fundamental Review of the Trading... Read more

Documents (1) for Fundamental Review of the Trading Book: Internal Models Approach Adoption

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Capital | June 10, 2024

ISDA and SIFMA Submit Additional Proposal for US Basel III NPR Letter

On June 4, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an... Read more

Documents (1) for ISDA and SIFMA Submit Additional Proposal for US Basel III NPR Letter

ISDA-SIFMA Basel III Endgame Comment Letter-Partial LTA(pdf) will open in a new tab or window

Capital | May 16, 2024

US Basel III Endgame: Trading and Capital Markets Impact

In July 2023, the Board of Governors of the Federal Reserve System, the Office of... Read more

Documents (1) for US Basel III Endgame: Trading and Capital Markets Impact

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Capital | April 24, 2024

ISDA and SIFMA Submit Addendum to Proposed FFIEC Reporting Revisions

On April 23, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an... Read more

Documents (1) for ISDA and SIFMA Submit Addendum to Proposed FFIEC Reporting Revisions

ISDA-SIFMA Addendum Reporting Letter 042324(pdf) will open in a new tab or window

Speeches & testimony | April 17, 2024

ISDA AGM 2024: Eric Litvack Chairman Remarks

ISDA Annual General Meeting April 18, 2024 Chairman’s Remarks Eric Litvack, ISDA Chairman Ohayō... Read more

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Speeches & testimony | April 16, 2024

ISDA AGM 2024: Day 1 Scott O’Malia Opening Remarks

ISDA Annual General Meeting April 17, 2024 Opening Remarks Scott O’Malia, ISDA CEO Good... Read more

Documents (1) for ISDA AGM 2024: Day 1 Scott O’Malia Opening Remarks

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Capital | April 12, 2024

ISDA Submits Addendum to US Basel III NPR Comment Letter

ISDA has submitted an addendum to the joint US Basel III ‘endgame’ notice of proposed... Read more

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Capital | March 28, 2024

ISDA Response to EBA on Internal Models Benchmarking

On March 26, ISDA and the Association for Financial Markets in Europe submitted a joint... Read more

Documents (1) for ISDA Response to EBA on Internal Models Benchmarking

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Capital | March 15, 2024

ISDA Responds to EBA on Standardized Approach for Counterparty Credit Risk

On March 14, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more

Documents (1) for ISDA Responds to EBA on Standardized Approach for Counterparty Credit Risk

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