Capital | April 21, 2022 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 Tags: Basel Committee on Banking Supervision, Basel III, SA-CCR Documents (1) for Letter to BCBS on Revisiting SA-CCR Letter to Basel on the Standardized Approach for CCR April 22(pdf) will open in a new tab or window
Capital | October 21, 2019 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 Tags: Initial Margin, Prudential Regulation Authority (PRA), SA-CCR Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models PRA CP17 19 - ISDA-AFME-UKFinance - Counterparty credit risk - Treatment of model limitations in banks internal models(pdf) will open in a new tab or window
Capital | May 6, 2019 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 Tags: SA-CCR, US Public Policy Documents (1) for SA-CCR: Impact on the US SA-CCR Impact on the US(pdf) will open in a new tab or window
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
Capital | March 18, 2019 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) Tags: SA-CCR, US Public Policy Documents (2) for Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR) US SA-CCR NPR Response Letter 03.18.19(pdf) will open in a new tab or window SA-CCR NPR Response Letter - Addendum(pdf) will open in a new tab or window
Risk & Capital | December 7, 2018 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 Tags: Basel III, SA-CCR Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR SA-CCR- Why a re-calibration is necessary(pdf) will open in a new tab or window
Capital | November 20, 2017 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 Tags: Counterparty Credit Risk, SA-CCR Documents (1) for ISDA/AFME Briefing Note on SA-CCR SA-CCR Shortcomings and Untested Impacts(pdf) will open in a new tab or window
Capital | May 15, 2017 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 Tags: SA-CCR Documents (1) for Briefing Note: The Impact of SA-CCR isda-sa-ccr-briefing-paper-final1(pdf) will open in a new tab or window
Capital | March 21, 2017 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 Tags: Global, SA-CCR Documents (1) for ISDA Letter to the BCBS on SA-CCR isda-letter-to-the-bcbs-on-sa-ccr-march-2017(pdf) will open in a new tab or window