Capital March 4, 2022 Risk Awards 2022 Innovation in Technology: ISDA ISDA has won Risk.net’s 2022 Innovation in Technology award for Perun, part of ISDA’s Standardized... Read more Risk Awards 2022 Innovation in Technology: ISDA Tags: Basel III, Credit Valuation Adjustment (CVA), Fundamental Review of the Trading Book (FRTB), Perun, SA Benchmarking, Standardized Approach to Counterparty Credit Risk (SA-CCR) Documents (1) for Risk Awards 2022 Innovation in Technology: ISDA Risk Awards 2022 Technology Innovation of the Year(pdf) will open in a new tab or window
Capital June 17, 2020 ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation... Read more ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA Tags: Basel III, Credit Valuation Adjustment (CVA), Fundamental Review of the Trading Book (FRTB), ISDA Analytics, Perun, SA Benchmarking, Standardized Approach to Counterparty Credit Risk (SA-CCR) Documents (4) for ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA Risk Awards 2022 Technology Innovation of the Year(pdf) will open in a new tab or window ISDA SA Benchmarking-Licensed vendors May-2023(pdf) will open in a new tab or window Article in IQ Magazine on ISDA SA Benchmarking, February 2021(pdf) will open in a new tab or window View all documents