Tag: Risk and Capital
ISDA has today announced that eight technology vendors have licensed the ISDA Standardized Approach (SA)... Read more Eight Technology Vendors License ISDA SA Benchmarking Unit Test
IQ in Brief: Trading Book Capital
On November 19, ISDA held a Trading Book Capital virtual conference, sponsored by EY. Speakers... Read more IQ in Brief: Trading Book Capital
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Trading Book Capital Virtual Event Opening Remarks
Trading Book Capital – Virtual Event November 19, 2020 Opening Remarks Scott O’Malia, CEO, ISDA... Read more Trading Book Capital Virtual Event Opening Remarks
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Consultation Response on Data Inputs in the Risk Measurement Model
On November 12, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Data Inputs in the Risk Measurement Model
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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
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Consultation Response on Internal Default Risk Model Requirements
On October 22, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Internal Default Risk Model Requirements
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Consultation Response on the Calculation of the Stress Scenario Risk Measure
On September 4, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on the Calculation of the Stress Scenario Risk Measure
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Recalibrating CVA
The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA
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A Pro-cyclical Problem
Regulators have typically tried to avoid putting in place measures that are explicitly pro-cyclical, but... Read more A Pro-cyclical Problem
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A Welcome Step from Basel
Throughout the coronavirus crisis, global regulators have moved quickly and decisively to provide important regulatory... Read more A Welcome Step from Basel