Regulators increasingly require firms to report portfolio risk data at a detailed level, including in the context of benchmarking their capital models. While the aim of risk data reporting is to enhance transparency and standardization across the industry, there is significant scope for inconsistency in the reporting, analysis and interpretation of this data.
There is now an opportunity for the industry to collaborate with global regulators to promote common standards and a uniform approach to risk data reporting and processing. This whitepaper proposes an approach based on ISDA’s Common Risk Interchange Format (CRIF) and the Common Domain Model (CDM), which will reduce the operational complexity and costs associated with the proliferation of standards aimed at capturing portfolio risk data.
Documents (1) for The Future of Risk, Capital and Margin Reporting
Latest
Response on ASIC Derivative Transaction Rules
On December 3, ISDA submitted a response to the Australian Securities and Investments Commission (ASIC) consultation on the remake of the ASIC Derivative Transaction Rules (Clearing) 2015, which are due to sunset on April 1, 2026. ASIC proposed to remake...
IRD Trading Activity Q3 2025
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based on transactions publicly reported by 30 European approved publication arrangements (APAs) and trading venues (TVs). Key highlights for the third quarter of 2025 include:...
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Future Path - IQ December 2025
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