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