Capital | October 22, 2020 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 Tags: European Banking Authority (EBA), Risk and Capital Documents (1) for Consultation Response on Internal Default Risk Model Requirements Consultation Response on Internal Default Risk Model Requirements(pdf) will open in a new tab or window
Capital | September 4, 2020 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 Tags: European Banking Authority (EBA), Fundamental Review of the Trading Book (FRTB), Risk and Capital Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure Consultation Response on the Calculation of the Stress Scenario Risk Measure(pdf) will open in a new tab or window
derivatiViews | July 28, 2020 Recalibrating CVA The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA Tags: Credit Valuation Adjustment (CVA), Risk and Capital Documents (0) for Recalibrating CVA
derivatiViews | April 27, 2020 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 Tags: Coronavirus, Risk and Capital Documents (0) for A Pro-cyclical Problem
derivatiViews | March 30, 2020 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 Tags: Basel Committee on Banking Supervision, Coronavirus, Risk and Capital Documents (0) for A Welcome Step from Basel
derivatiViews | March 6, 2020 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 Tags: Basel III, Risk and Capital Documents (0) for CRR III: Appropriateness and Consistency
derivatiViews | December 19, 2019 2020 Looming Large It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large Tags: Benchmarks, Initial Margin, Risk and Capital Documents (0) for 2020 Looming Large
derivatiViews | October 1, 2019 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 Tags: Credit Valuation Adjustment (CVA), Risk and Capital Documents (0) for A Relook at CVA
Press Releases | March 18, 2019 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 Tags: Risk and Capital, SA-CCR, US Public Policy Documents (1) for ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts SA-CCR Comment Letter Press Release(pdf) will open in a new tab or window
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 ISDA FAQs on the Procedures for Excluding Non-EU Non-financial Counterparties Under the Capital Requirements Regulation Tags: Risk and Capital Documents (1) for ISDA FAQs on the Procedures for Excluding Non-EU Non-financial Counterparties Under the Capital Requirements Regulation FAQs-on-the-EU-RTS(pdf) will open in a new tab or window