Eight Technology Vendors License ISDA SA Benchmarking Unit Test
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
Tag: Risk and Capital
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
Documents (1) for IQ in Brief: Trading Book Capital
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
Documents (1) for Trading Book Capital Virtual Event Opening Remarks
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
Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model
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
Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR
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
Documents (1) for Consultation Response on Internal Default Risk Model Requirements
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
Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure
Recalibrating CVA
The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA
Documents (0) for Recalibrating CVA
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
Documents (0) for A Pro-cyclical Problem
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