Internal Models – International Swaps and Derivatives Association

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Tag: Internal Models

Webcasts & videos April 29, 2026

ISDA AGM Studio: Sebastian ‘Benny’ Crapanzano II and Jacques Vigner

Sebastian Crapanzano, ISDA board member, global co-head of financial resources and strategy and global head... Read more

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derivatiViews November 26, 2025

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

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Webcasts & videos May 22, 2025

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

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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

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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

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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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Tue, May 19 to Wed, May 20, 2026

Wed, Sep 30, 2026

Thu, Jun 11, 2026