ISDA AGM Studio: Mark Gheerbrant and José Manuel Campa, EBA
José Manuel Campa, chairperson of the European Banking Authority, speaks to Mark Gheerbrant, ISDA’s global... Read more ISDA AGM Studio: Mark Gheerbrant and José Manuel Campa, EBA
Tag: Internal Models
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
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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
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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
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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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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
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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