Consultation Response on Risks Not in VAR and Stressed VAR
On November 6, 2020, ISDA submitted a response to a consultation by the Prudential Regulation... Read more Consultation Response on Risks Not in VAR and Stressed VAR
Tag: Prudential Regulation Authority (PRA)
Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
ISDA Responds to the PRA’s Brexit Consultation Paper CP26/18
ISDA has submitted its response to the PRA’s Consultation Paper CP26/18 – UK withdrawal from the... Read more ISDA Responds to the PRA’s Brexit Consultation Paper CP26/18
Documents (1) for ISDA Responds to the PRA’s Brexit Consultation Paper CP26/18
ISDA Responds to the PRA’s Brexit Consultation Paper CP25/18
ISDA has submitted its response to the PRA’s Consultation Paper CP25/18 – The Bank of England’s... Read more ISDA Responds to the PRA’s Brexit Consultation Paper CP25/18