ISDA, with the Global Financial Markets Association, the Futures Industry Association, the Institute of International… Read more Joint Response to BCBS Crypto Standard Amendments Consultation
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ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
ISDA member firms participating in the industry-led WGMR implementation initiative are concerned about the market’s... Read more ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
Documents (1) for ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements
ISDA is concerned about the documentation that is required for parties to qualify for exemptions... Read more ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements
Documents (1) for ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements
ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut
ISDA is concerned about the haircut for a currency mismatch that is proposed in the... Read more ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut
Documents (2) for ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut
ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
On July 31 ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
On July 17, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Documents (2) for ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
On May 22, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
Documents (1) for ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA/AFME response to the European Banking Authority’s (EBA) Draft regulatory technical standards on the margin... Read more ISDA/AFME response to the EBA's 'Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients'.
Documents (2) for ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.
ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
This response consolidates prior industry responses (issued successively on Jan 3rd, 6th and 19th, 2014,... Read more ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
Documents (2) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).
ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors
On January 19, the International Swaps and Derivatives Association, Inc. (“ISDA”), Global Financial Markets Association... Read more ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors