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 to Eurosystem Consultation on Appia
On April 22, ISDA responded to the Eurosystem consultation on the Appia roadmap. ISDA broadly supports the roadmap and its high level principles, while recommending that the principle on market access and integration should be expanded to explicitly address interoperability...
ISDA Responds to ESMA on PTRR Clearing Exemption
On April 20, ISDA submitted a response to the European Securities and Markets Authority (ESMA) consultation paper on a draft regulatory technical standard (RTS) for the post-trade risk reduction (PTRR) exemption from the derivatives clearing obligation under Article 4b of the...
Response on Competitiveness of EU Banking Sector
On April 17, ISDA responded to the European Commission’s (EC) targeted consultation on the competitiveness of the EU banking sector. The EU is aiming to bolster the ability of its financial markets and banking sector to grow, remain competitive and...
India Forum Scott O'Malia Opening Remarks
India Derivatives Markets Forum April 16, 2026 Opening Remarks Scott O’Malia, ISDA Chief Executive Good morning and welcome. This is the third year we’ve run the India Derivatives Markets Forum, and the number of people attending has grown each...