derivatiViews December 12, 2022 A UK Slant on Basel III Over the coming years, the final parts of the Basel III framework will be implemented... Read more A UK Slant on Basel III Tags: Basel Committee on Banking Supervision, Basel III, Capital, Credit Valuation Adjustment (CVA), Fundamental Review of the Trading Book (FRTB), Prudential Regulation Authority (PRA), Standardized Approach to Counterparty Credit Risk (SA-CCR), UK Documents (0) for A UK Slant on Basel III
Europe October 12, 2022 ISDA Response to FCA/PRA Consultation on Margin Requirements for Non-Centrally Cleared Derivatives On October 3, 2022, ISDA, the Investment Company Institute (ICI), the Institutional Money Market Funds... Read more ISDA Response to FCA/PRA Consultation on Margin Requirements for Non-Centrally Cleared Derivatives Tags: Financial Conduct Authority (FCA), Initial Margin, Margin, Netting, Prudential Regulation Authority (PRA), UK Documents (1) for ISDA Response to FCA/PRA Consultation on Margin Requirements for Non-Centrally Cleared Derivatives ISDA Response to FCA PRA Consultation on Margin Requirements for Non-Centrally Cleared Derivatives(pdf) will open in a new tab or window
Capital November 6, 2020 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 Tags: Procyclicality, Prudential Regulation Authority (PRA), Risk and Capital Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR Consultation Response on Risks Not in VAR and Stressed VAR(pdf) will open in a new tab or window
Capital October 21, 2019 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 Tags: Initial Margin, Prudential Regulation Authority (PRA), SA-CCR Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models PRA CP17 19 - ISDA-AFME-UKFinance - Counterparty credit risk - Treatment of model limitations in banks internal models(pdf) will open in a new tab or window
Europe December 21, 2018 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 Tags: Brexit, Prudential Regulation Authority (PRA) Documents (1) for ISDA Responds to the PRA’s Brexit Consultation Paper CP26/18 ISDA response to PRA CP26 18 33362-3-620 v1(pdf) will open in a new tab or window
Europe December 21, 2018 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 Tags: Brexit, Prudential Regulation Authority (PRA) Documents (1) for ISDA Responds to the PRA’s Brexit Consultation Paper CP25/18 ISDA response to PRA CP25 18 33362-3-621 v1(pdf) will open in a new tab or window