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
Natixis CIB Adopts ISDA’s DRR
ISDA has announced that Natixis CIB has adopted ISDA’s Digital Regulatory Reporting (DRR) solution, enabling the bank to meet regulatory reporting requirements more efficiently and accurately. The ISDA DRR uses the Common Domain Model (CDM) – an open-source data standard...
Paper on MIFIR PTT
On April 7, ISDA, the Association for Financial Markets in Europe (AFME), the International Capital Market Association (ICMA) and the European Banking Federation (EBF) published a paper on proposals relating to post-trade transparency (PTT) under the Markets in Financial Instruments...
Data Integrity for Single-sided Reporting
On April 2, ISDA published a paper on why single-sided reporting does not compromise the quality and integrity of data received by supervisors. The paper addresses concerns among regulators that moving from dual-sided reporting would adversely affect the quality of...
Paper on Removal of SI Regime
On April 2, ISDA, the Association for Financial Markets in Europe (AFME) and the International Capital Market Association (ICMA) published an update to a paper, originally published in October 2025, on the practical implications of the systematic internalizer (SI) regime...