ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation… Read more ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA
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ISDA responds to the EFRAG on the IASB ED/2017/3 Prepayment Features
ISDA has responded to the European Financial Reporting Advisory Group’s (EFRAG) request for advanced comments... Read more ISDA responds to the EFRAG on the IASB ED/2017/3 Prepayment Features
Documents (1) for ISDA responds to the EFRAG on the IASB ED/2017/3 Prepayment Features
Briefing Note: The Impact of SA-CCR
A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact... Read more Briefing Note: The Impact of SA-CCR
Documents (1) for Briefing Note: The Impact of SA-CCR
ISDA Comment Letter to Department of Treasury
ISDA comment letter to the Department of Treasury regarding the President’s Executive Order 13772 titled... Read more ISDA Comment Letter to Department of Treasury
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ISDA Letter to the BCBS on SA-CCR
Following the suggestion by the Basel Committee on Banking Supervision (BCBS) to ISDA to share... Read more ISDA Letter to the BCBS on SA-CCR
Documents (1) for ISDA Letter to the BCBS on SA-CCR
CRD5: The Net Stable Funding Ratio
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD5: The Net Stable Funding Ratio
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CRD 5: Leverage Ratio – ISDA/AFME Position Paper
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD 5: Leverage Ratio – ISDA/AFME Position Paper
Documents (1) for CRD 5: Leverage Ratio – ISDA/AFME Position Paper
CRD5: The Capital Framework for Trading Activities (Market Risk)
Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD5: The Capital Framework for Trading Activities (Market Risk)
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ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book
ISDA and AFME issue a Position Paper on the Fundamental Review of the Trading Book... Read more ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book
Documents (1) for ISDA/AFME Position Paper CRD V/CRR II: Fundamental Review of the Trading Book
Industry response to FSB Consultative Document: Guidance on CCP Resolution
On March 13, ISDA responded jointly with the Futures Industry Association (FIA), the Global Financial... Read more Industry response to FSB Consultative Document: Guidance on CCP Resolution
Documents (1) for Industry response to FSB Consultative Document: Guidance on CCP Resolution
CCP Rule Book Changes on Settled-to-Market Model/Impact on Hedge Acctg
On January 4, 2017, ISDA’s Accounting Committee issued a confirmation letter to the Staff of... Read more CCP Rule Book Changes on Settled-to-Market Model/Impact on Hedge Acctg