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
Tag: Fundamental Review of the Trading Book
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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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
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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
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The Fundamental Review of the Trading Book and Emerging Markets
In January 2019, the final piece of Basel III fell into place with the publication... Read more The Fundamental Review of the Trading Book and Emerging Markets
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Industry Submits FRTB Consultation Response
On June 20, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International Finance... Read more Industry Submits FRTB Consultation Response
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Monitoring of Basel Rules will be Critical
Publication of the latest package of capital requirements – often dubbed Basel IV – has... Read more Monitoring of Basel Rules will be Critical