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
Tag: Risk and Capital
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
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
Documents (1)
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
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
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
Documents (0)
ISDA Chairman Eric Litvack’s remarks at ISDA US Public Policy Conference, Washington DC
ISDA Washington Policy Conference 2017 ISDA Chairman’s Remarks – Eric Litvack Monday September 18, 2017:... Read more ISDA Chairman Eric Litvack's remarks at ISDA US Public Policy Conference, Washington DC
The Importance of Close-Out Netting
Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more The Importance of Close-Out Netting