Fundamental Review of the Trading Book (FRTB) – Page 5 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Fundamental Review of the Trading Book (FRTB)

Capital July 2, 2021

ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB

On July 2, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more

Documents (1) for ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB

ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB(pdf) will open in a new tab or window

Capital June 22, 2021

ISDA and AFME Respond to EBA on JTD Amounts

On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more

Documents (1) for ISDA and AFME Respond to EBA on JTD Amounts

ISDA and AFME Respond to EBA on JTD Amounts(pdf) will open in a new tab or window

Capital June 22, 2021

ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On

On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more

Documents (1) for ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On

ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On(pdf) will open in a new tab or window

derivatiViews June 9, 2021

A Standard for Risk Data

Reporting of risk data has never been the easiest of tasks, either for banks or... Read more

Documents (0) for A Standard for Risk Data

Capital May 20, 2021

The Future of Risk, Capital and Margin Reporting

Regulators increasingly require firms to report portfolio risk data at a detailed level, including in... Read more

Documents (1) for The Future of Risk, Capital and Margin Reporting

The Future of Risk Capital and Margin(pdf) will open in a new tab or window

Capital April 1, 2021

Response to HM Treasury Consultation on the Implementation of Basel III Standards

On April 1, 2021, ISDA and the Association for Financial Markets in Europe submitted a... Read more

Documents (1) for Response to HM Treasury Consultation on the Implementation of Basel III Standards

Response to HM Treasury Consultation on the Implementation of Basel III Standards(pdf) will open in a new tab or window

derivatiViews March 24, 2021

Creating a Better Test for Capital

From the earliest days of the pandemic, it became clear that effective coronavirus testing would... Read more

Documents (0) for Creating a Better Test for Capital

Press Releases December 9, 2020

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

Documents (1) for Eight Technology Vendors License ISDA SA Benchmarking Unit Test

Eight Vendors License ISDA SA Benchmarking(pdf) will open in a new tab or window

IQ November 24, 2020

IQ in Brief: Trading Book Capital

On November 19, ISDA held a Trading Book Capital virtual conference, sponsored by EY. Speakers... Read more

Documents (1) for IQ in Brief: Trading Book Capital

IQ In Brief Trading Book Capital(pdf) will open in a new tab or window

Speeches & testimony November 19, 2020

Trading Book Capital Virtual Event Opening Remarks

Trading Book Capital – Virtual Event November 19, 2020 Opening Remarks Scott O’Malia, CEO, ISDA... Read more

Documents (1) for Trading Book Capital Virtual Event Opening Remarks

Trading Book Capital Virtual Event Opening Remarks(pdf) will open in a new tab or window

1 … 3 4 5 6

Tue, Jun 24, 2025

Tue, Jun 17, 2025