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
Tag: Risk and Capital
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
Documents (0) for A Welcome Step from Basel
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
Documents (0) for CRR III: Appropriateness and Consistency
2020 Looming Large
It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large
Documents (0) for 2020 Looming Large
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
Documents (0) for A Relook at CVA
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
Documents (1) for 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