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
Tag: Internal Models
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