ISDA, AFME Respond to EBA on FRTB Reporting Requirements
On June 21, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA, AFME Respond to EBA on FRTB Reporting Requirements
Tag: Fundamental Review of the Trading Book (FRTB)
ISDA AGM 2023: Eric Litvack Chairman Remarks
ISDA Annual General Meeting May 11, 2023 Chairman Remarks Eric Litvack, ISDA Chairman Good morning,... Read more ISDA AGM 2023: Eric Litvack Chairman Remarks
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A UK Slant on Basel III
Over the coming years, the final parts of the Basel III framework will be implemented... Read more A UK Slant on Basel III
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FRTB IMA DRC and the 3 Basis Point Floor
As part of the default risk charge (DRC) in the internal models approach (IMA) within... Read more FRTB IMA DRC and the 3 Basis Point Floor
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Progressing on Carbon Trading
Without access to carbon credits, companies all over the world will only get so far... Read more Progressing on Carbon Trading
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Implications of the FRTB for Carbon Certificates: A Global Perspective
The Fundamental Review of the Trading Book (FRTB) includes higher capital charges for carbon trading... Read more Implications of the FRTB for Carbon Certificates: A Global Perspective
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IQ Interview with José Manuel Campa
The EU began the process of transposing the final parts of Basel III into law... Read more IQ Interview with José Manuel Campa
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Risk Awards 2022 Innovation in Technology: ISDA
ISDA has won Risk.net’s 2022 Innovation in Technology award for Perun, part of ISDA’s Standardized... Read more Risk Awards 2022 Innovation in Technology: ISDA
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Time to Revisit FRTB Treatment of Funds
Setting risk-based capital requirements for banks is a fine balancing act. The level of capital... Read more Time to Revisit FRTB Treatment of Funds
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Capitalization of Equity Investments in Funds Under the FRTB
On January 10, 2022, ISDA published a whitepaper, Capitalization of Equity Investment in Funds Under... Read more Capitalization of Equity Investments in Funds Under the FRTB