Capital – Page 18 – International Swaps and Derivatives Association

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Capital | March 28, 2024

Joint Response to BCBS Crypto Standard Amendments Consultation

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

Capital | May 30, 2012

Review of Non-Internal Model Approaches for Measuring CCR

Presentation to Basel Committee’s Risk Measurement Group

Documents (1) for Review of Non-Internal Model Approaches for Measuring CCR

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Capital | May 30, 2012

Review of Non-Internal Model Approaches for Measuring CCR

Presentation to Basel Committee’s Risk Measurement Group

Documents (1) for Review of Non-Internal Model Approaches for Measuring CCR

presentation-to-basel-committees-risk-measurement-group(pdf) will open in a new tab or window

Capital | May 14, 2012

Industry Response to the EBA on CVA risks

Industry response sent to the European Banking Authority, on the following aspects of CVA risks:... Read more

Documents (1) for Industry Response to the EBA on CVA risks

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Capital | April 30, 2012

CCP Resolution

ISDA Comment Letter to Payments & Infrastructure Division, Bank of England

Documents (1) for CCP Resolution

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Capital | April 27, 2012

Capitalisation of Default Fund Exposures and Hypothetical Capital Methodologies

ISDA, BBA, IIF, GFMA and FOA letter to Risk Management Group (RMG) of Bank for... Read more

Documents (1) for Capitalisation of Default Fund Exposures and Hypothetical Capital Methodologies

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Capital | April 3, 2012

Response to EBA, ESMA, EIOPA Joint Discussion Paper on Risk Mitigation Techniques for Trades Not Cleared by a Central Counterparty

Response sent to the European Banking Authority, European Securities Markets’ Association and European Insurance and... Read more

Documents (1) for Response to EBA, ESMA, EIOPA Joint Discussion Paper on Risk Mitigation Techniques for Trades Not Cleared by a Central Counterparty

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Capital | February 22, 2012

BCBS 214 Letter and Response

ISDA and industry response to Basel Committee on Banking Supervision paper on Application of Own... Read more

Documents (1) for BCBS 214 Letter and Response

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Capital | February 2, 2012

Systemic Risk of Intraday Margin calls

Comment letter to CPSS-IOSCO

Documents (1) for Systemic Risk of Intraday Margin calls

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Capital | January 25, 2012

Key areas for clarification on CRD4 implementation relating to Counterparty Credit Risk

ISDA and AFME letter to the FSA

Documents (1) for Key areas for clarification on CRD4 implementation relating to Counterparty Credit Risk

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Capital | November 25, 2011

Joint Association (ISDA, BBA, GFMA, IIF, FOA) Response to the BCBS’s 2nd consultative document on the capitalization of bank exposures to central counterparties

Documents (1) for Joint Association (ISDA, BBA, GFMA, IIF, FOA) Response to the BCBS’s 2nd consultative document on the capitalization of bank exposures to central counterparties

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