Doubling Down on Appropriate Trading Book Capital
Throughout ISDA’s 40th anniversary year, we’ve been reflecting on the quest for greater consistency and... Read more Doubling Down on Appropriate Trading Book Capital
Tag: Internal Models
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
Documents (0) for ISDA AGM Studio: Mark Gheerbrant and José Manuel Campa, EBA
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
Documents (0) for ISDA AGM Studio: Mark Gheerbrant and Jacques Vigner, BNP Paribas
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
Documents (1) for Fundamental Review of the Trading Book: Internal Models Approach Adoption
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
Documents (1) for ISDA Response to EBA on Internal Models Benchmarking
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
Documents (1) for FRTB IMA DRC and the 3 Basis Point Floor
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
Documents (1) for ISDA Responds to EBA on Internal Models Benchmarking
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