Risk and Capital Archives | International Swaps and Derivatives Association

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Risk and Capital

Europe | December 13, 2018

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

Documents (1)

FAQs-on-the-EU-RTS (pdf)

Risk & Capital | Tokyo | Thursday, October 25, 2018

ISDA Symposium® Trading Book Capital: Market & Counterparty Risk

トレーディング勘定の資本規制：市場リスクとカウンターパーティ・リスク

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Event Details

Speeches & testimony | April 26, 2018

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

Documents (1)

ISDA AGM 2018 Chairman Remarks (pdf)

Risk & Capital | New York | Tuesday, June 19, 2018

Trading Book Capital: Market & Counterparty Risk

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Event Details

Risk & Capital | Toronto | Thursday, June 21, 2018

Trading Book Capital: FRTB & CVA

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Event Details

Capital | January 26, 2018

ISDA/GFMA/IIF Global NSFR Briefing Note

ISDA, GFMA, and IIF welcome the decision by the Basel Committee on Banking Supervision (BCBS)... Read more

Documents (1)

ISDA-GFMA-IIF global NSFR briefing note 20180126 FINAL (pdf)

derivatiViews | December 8, 2017

Monitoring of Basel Rules will be Critical

Publication of the latest package of capital requirements – often dubbed Basel IV – has... Read more

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Speeches & testimony | September 18, 2017

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

Documents (1)

chairman-remarks-final-for-publication (pdf)

Research Notes | February 1, 2010

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

Documents (1)

netting-isdaresearchnotes-1-2010 (pdf)