Webcasts & videos May 21, 2025 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 Tags: Basel III, Capital, Fundamental Review of the Trading Book (FRTB), Internal Models Documents (0) for ISDA AGM Studio: Mark Gheerbrant and Jacques Vigner, BNP Paribas
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 Fundamental Review of the Trading Book: Internal Models Approach Adoption Tags: Basel III, Fundamental Review of the Trading Book (FRTB), Internal Models Documents (1) for Fundamental Review of the Trading Book: Internal Models Approach Adoption Fundamental Review of the Trading Book Internal Models Approach Adoption(pdf) will open in a new tab or window
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 ISDA Response to EBA on Internal Models Benchmarking Tags: Basel III, European Banking Authority (EBA), Fundamental Review of the Trading Book (FRTB), Internal Models Documents (1) for ISDA Response to EBA on Internal Models Benchmarking ISDA Response to EBA on Internal Models Benchmarking(pdf) will open in a new tab or window
Capital November 29, 2022 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 Tags: Fundamental Review of the Trading Book (FRTB), Internal Models Documents (1) for FRTB IMA DRC and the 3 Basis Point Floor ISDA PD Floor Final 112822(pdf) will open in a new tab or window
Capital February 18, 2022 ISDA Responds to EBA on Internal Models Benchmarking On February 18, 2022, ISDA submitted a response to the European Banking Authority (EBA) consultation... Read more ISDA Responds to EBA on Internal Models Benchmarking Tags: European Banking Authority (EBA), Internal Models Documents (1) for ISDA Responds to EBA on Internal Models Benchmarking ISDA Responds to EBA on Internal Models Benchmarking(pdf) will open in a new tab or window
Capital February 15, 2021 ISDA Responds to EBA Consultation on Internal Models Benchmarking On February 15, 2021, ISDA submitted a response to the European Banking Authority (EBA) on... Read more ISDA Responds to EBA Consultation on Internal Models Benchmarking Tags: European Banking Authority (EBA), Internal Models Documents (1) for ISDA Responds to EBA Consultation on Internal Models Benchmarking ISDA Response to EBA Consultation on Internal Models Benchmarking(pdf) will open in a new tab or window