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
Tag: Risk and Capital
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
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CRR III: Appropriateness and Consistency
Earlier this week, ISDA hosted a bank capital conference in Brussels and, based on what... Read more CRR III: Appropriateness and Consistency
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2020 Looming Large
It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large
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A Relook at CVA
If something is worth doing, it’s worth doing right. And there’s no doubt establishing capital... Read more A Relook at CVA
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ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts
ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the... Read more ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts
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ISDA FAQs on the Procedures for Excluding Non-EU Non-financial Counterparties Under the Capital Requirements Regulation
These FAQs address the Regulatory Technical Standards (RTS) published in the EU Official Journal in... Read more ISDA FAQs on the Procedures for Excluding Non-EU Non-financial Counterparties Under the Capital Requirements Regulation
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ISDA Chairman Eric Litvack’s Remarks at 33rd ISDA AGM, Miami
ISDA AGM Miami 2018 Chairman’s Remarks Thursday April 26, 9.00am-9.20am Good morning, everyone. Welcome to... Read more ISDA Chairman Eric Litvack's Remarks at 33rd ISDA AGM, Miami
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ISDA/GFMA/IIF Global NSFR Briefing Note
ISDA, GFMA, and IIF welcome the decision by the Basel Committee on Banking Supervision (BCBS)... Read more ISDA/GFMA/IIF Global NSFR Briefing Note
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Monitoring of Basel Rules will be Critical
Publication of the latest package of capital requirements – often dubbed Basel IV – has... Read more Monitoring of Basel Rules will be Critical