Letter to BCBS on Revisiting SA-CCR
On April 21, 2022, ISDA, the Institute of International Finance, and the Global Financial Markets... Read more Letter to BCBS on Revisiting SA-CCR
Tag: SA-CCR
Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
SA-CCR: Impact on the US
The Basel Committee on Banking Supervision (BCBS) designed the new standardized approach to counterparty credit... Read more SA-CCR: Impact on the US
Documents (1) for SA-CCR: Impact on the US
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
Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the... Read more Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
Documents (2) for Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)
ISDA Response to Industry Quantitative Impact Study on SA-CCR
On December 7, 2018, ISDA, the Global Financial Markets Association and the Institute of International... Read more ISDA Response to Industry Quantitative Impact Study on SA-CCR
Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR
ISDA/AFME Briefing Note on SA-CCR
The Standardised Approach for Counterparty Credit Risk (SA-CCR), a methodology to calculate the capital required... Read more ISDA/AFME Briefing Note on SA-CCR
Documents (1) for ISDA/AFME Briefing Note on SA-CCR
Briefing Note: The Impact of SA-CCR
A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact... Read more Briefing Note: The Impact of SA-CCR
Documents (1) for Briefing Note: The Impact of SA-CCR
ISDA Letter to the BCBS on SA-CCR
Following the suggestion by the Basel Committee on Banking Supervision (BCBS) to ISDA to share... Read more ISDA Letter to the BCBS on SA-CCR