ISDA Submits Addendum to US Basel III NPR Comment Letter

ISDA has submitted an addendum to the joint US Basel III ‘endgame’ notice of proposed rulemaking (NPR) response along with the Securities Industry and Financial Markets Association.  The addendum contains a more developed proposal for the index bucketing approach for equity investment in funds and an update to the Fundamental Review of the Trading Book Standardized Approach Quantitative Impact Study numbers.

 

Documents (1) for ISDA Submits Addendum to US Basel III NPR Comment Letter

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...

ISDA Response to HMT, BoE on UK CCPs

On November 18, ISDA submitted its responses to the Bank of England (BoE) consultation on ensuring the resilience of central counterparties (CCPs) and the UK Treasury’s (HMT) two draft CCP statutory instruments (SIs). These consultations form part of the update...

Doubling Down on Appropriate Trading Book Capital

Throughout ISDA’s 40th anniversary year, we’ve been reflecting on the quest for greater consistency and efficiency that underpins everything we’ve achieved since 1985. It was at the heart of the original efforts to bring greater standardization to the nascent derivatives...