The Basel Committee permits firms to use a variety of methods to calculate regulatory capital on counterparty risk, including a simple approach – the constant exposure method or CEM – and a more sophisticated models-based approach known as EPE for expected positive exposure.
Documents (1) for A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
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ISDA In Review – March 2026
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in March 2026.
Response to EC Call for Evidence on Tax Omnibus
On March 30, ISDA, the International Securities Lending Association and the Association for Financial Markets in Europe responded to the European Commission’s (EC) call for evidence on the tax omnibus. The associations argue that inconsistent interpretation of “beneficial ownership” among...
Managing Risk for Australian Superannuation Funds
Assets managed by the Australian superannuation sector reached A$4.5 trillion in December 2025, equivalent to around 160% of Australia’s GDP. Given its size, the sector has rapidly expanded its global footprint, with the share of offshore investments growing as a...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.