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 response to IASB draft on measuring quoted investments in subsidiaries, JVs and associates at fair value
On January 16, ISDA’s Accounting Committee responded to a consultation by the International Accounting Standards... Read more ISDA response to IASB draft on measuring quoted investments in subsidiaries, JVs and associates at fair value
Documents (1) for ISDA response to IASB draft on measuring quoted investments in subsidiaries, JVs and associates at fair value
ISDA responds to BoE consultation on CCP interoperability
On January 16, ISDA responded to the Bank of England’s consultation on central counterparty interoperability.
Documents (1) for ISDA responds to BoE consultation on CCP interoperability
ISDA Response to OTC DAT Assessment of incentives to clear centrally
This letter provides brief initial comments from the Association on the assessment of incentives to... Read more ISDA Response to OTC DAT Assessment of incentives to clear centrally
Documents (1) for ISDA Response to OTC DAT Assessment of incentives to clear centrally
ISDA response to the IVSC exposure draft on the valuation of equity derivatives
On November 28, the Accounting Committee responded to a consultation issued by the International Valuation... Read more ISDA response to the IVSC exposure draft on the valuation of equity derivatives
Documents (1) for ISDA response to the IVSC exposure draft on the valuation of equity derivatives
Principles for CCP Recovery
Central counterparties (CCPs) have become a crucial part of the derivatives market infrastructure, supported by... Read more Principles for CCP Recovery
Documents (1) for Principles for CCP Recovery
ISDA letter to the CFTC on margin requirements for uncleared swaps for swap dealers and major swap participants
ISDA provides comments regarding the recently released notice of proposed rules and advance notice of... Read more ISDA letter to the CFTC on margin requirements for uncleared swaps for swap dealers and major swap participants
Documents (1) for ISDA letter to the CFTC on margin requirements for uncleared swaps for swap dealers and major swap participants
ISDA letter to the PRs on margin and capital requirements for covered swap entities
ISDA provides comments to the Prudential Regulators (the “PRs”) regarding the recently released notice of... Read more ISDA letter to the PRs on margin and capital requirements for covered swap entities
Documents (1) for ISDA letter to the PRs on margin and capital requirements for covered swap entities
ISDA response to EC consultation on the impact of IFRS in the EU
On November 7, ISDA’s Accounting Committee responded to a consultation issued by the European Commission... Read more ISDA response to EC consultation on the impact of IFRS in the EU
Documents (1) for ISDA response to EC consultation on the impact of IFRS in the EU
ISDA response to IASB DP – Accounting for dynamic risk management: a portfolio revaluation approach to macro hedging
On October 17, ISDA submitted its response to the International Accounting Standards Board (IASB) discussion... Read more ISDA response to IASB DP - Accounting for dynamic risk management: a portfolio revaluation approach to macro hedging
Documents (1) for ISDA response to IASB DP – Accounting for dynamic risk management: a portfolio revaluation approach to macro hedging
ISDA letter to the ESAs on Estimates of numbers of accounts affected by IM segregation requirements, to demonstrate operational challenges
The margin rules proposed by the European Supervisory Authorities (the “ESAs”) require IM to be... Read more ISDA letter to the ESAs on Estimates of numbers of accounts affected by IM segregation requirements, to demonstrate operational challenges