On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance… Read more Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models
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Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
This paper highlights changes in the size and structure of global over-the-counter interest rate derivatives… Read more Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
Documents (1) for Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
ISDA Response to FASB Exposure Drafts
On October 11, ISDA responded to the Financial Accounting Standards Board’s (FASB) proposals on debt-debt… Read more ISDA Response to FASB Exposure Drafts
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Response to IASB on Amendments to IFRS 17
On September 25, ISDA responded to the International Accounting Standards Board’s (IASB) ED/2019/4 on amendments… Read more Response to IASB on Amendments to IFRS 17
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Documents (1) for CCS Rules of Operations
The Case for Coordination
‘DTO’ is not an acronym that may be familiar to all, but it’s a topic… Read more The Case for Coordination
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Documents (1) for ISDA Letter to EU Policy Makers on Money Market Funds as Initial Margin
ISDA In Review – September 2019
A compendium of links to new documents, research papers, press releases and comment letters published… Read more ISDA In Review – September 2019
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Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter… Read more Updated OTC Derivatives Compliance Calendar
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A Relook at CVA
If something is worth doing, it’s worth doing right. And there’s no doubt establishing capital… Read more A Relook at CVA