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/GFMA/IIF send letter to GHOS and BCBS on FRTB
On October 30, ISDA, GFMA and IIF sent a letter to the Group of Governors... Read more ISDA/GFMA/IIF send letter to GHOS and BCBS on FRTB
Documents (1) for ISDA/GFMA/IIF send letter to GHOS and BCBS on FRTB
ISDA/GFMA/IIF publish industry FRTB QIS analysis
ISDA, GFMA and IIF ran a project to analyse the data submitted by 28 banks... Read more ISDA/GFMA/IIF publish industry FRTB QIS analysis
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Consideration of Accounting Analysis for CCP Recovery and Continuity Tools
This paper examines some factors that central counterparties (CCPs) should consider in structuring partial tear-up... Read more Consideration of Accounting Analysis for CCP Recovery and Continuity Tools
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ISDA response to the FASB exposure draft on the effect of derivative contract novations
On October 5, ISDA’s Accounting Committee responded to a consultation issued by the Financial Accounting... Read more ISDA response to the FASB exposure draft on the effect of derivative contract novations
Documents (1) for ISDA response to the FASB exposure draft on the effect of derivative contract novations
ISDA response to the FASB exposure draft on contingent put and call options in debt instruments
On October 5, ISDA’s Accounting Committee responded to a consultation issued by the Financial Accounting... Read more ISDA response to the FASB exposure draft on contingent put and call options in debt instruments
Documents (1) for ISDA response to the FASB exposure draft on contingent put and call options in debt instruments
Joint associations’ response to BCBS consultation on the CVA review
On October 1, ISDA responded jointly with other associations (GFMA/IIF) to the Basel Committee on... Read more Joint associations’ response to BCBS consultation on the CVA review
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Joint associations’ response to BCBS consultation on IRRBB
On September 11, ISDA responded jointly with the other associations (IIF/IBFed/GFMA) to the BCBS consultation... Read more Joint associations’ response to BCBS consultation on IRRBB
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Documents (1) for CCP Resilience: Letter to CPMI-IOSCO on CCP Stress Testing
ISDA responds to EFRAG’S assessment on IFRS 9 Financial Instruments endorsement in the EU
On June 30, ISDA’s Accounting Committee responded to a consultation issued by the European Financial... Read more ISDA responds to EFRAG’S assessment on IFRS 9 Financial Instruments endorsement in the EU
Documents (1) for ISDA responds to EFRAG’S assessment on IFRS 9 Financial Instruments endorsement in the EU
ISDA Comment on temporary regulations concerning notional principal contracts with nonperiodic payments
ISDA comment letter to the United States Department of the Treasury requesting a delay in... Read more ISDA Comment on temporary regulations concerning notional principal contracts with nonperiodic payments