Internal Models – International Swaps and Derivatives Association

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Tag: Internal Models

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

Documents (1) for Fundamental Review of the Trading Book: Internal Models Approach Adoption

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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

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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

Documents (1) for FRTB IMA DRC and the 3 Basis Point Floor

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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

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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

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