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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Briefing Notes: Fundamental Review of the Trading Book
ISDA has published Briefing Notes on the Basel Committee’s Fundamental Review of the Trading Book... Read more Briefing Notes: Fundamental Review of the Trading Book
Documents (1) for Briefing Notes: Fundamental Review of the Trading Book
ISDA letter on IM haircutting
CCP recovery and continuity is essential for systemic stability and is preferable to clearing service... Read more ISDA letter on IM haircutting
Documents (1) for ISDA letter on IM haircutting
Joint Association response to the BCBS capital floors consultation
On March 27, ISDA responded jointly with other associations (IIF/GFMA/CREFC) to the Basel Committee on... Read more Joint Association response to the BCBS capital floors consultation
Documents (1) for Joint Association response to the BCBS capital floors consultation
ISDA/GFMA/IIF letter on the net stable funding ratio (NSFR)
On March 20, the associations (ISDA/GFMA/IIF) submitted a joint letter to both the co-chairs of... Read more ISDA/GFMA/IIF letter on the net stable funding ratio (NSFR)
Documents (1) for ISDA/GFMA/IIF letter on the net stable funding ratio (NSFR)
ISDA/GFMA/IIF letters on the Fundamental Review of the Trading Book
The joint associations (ISDA/GFMA/IIF) submitted on February 20 two letters on the Fundamental Review of... Read more ISDA/GFMA/IIF letters on the Fundamental Review of the Trading Book
Documents (2) for ISDA/GFMA/IIF letters on the Fundamental Review of the Trading Book
ISDA Comment on Section 871(m) Regulations
ISDA comment letter to the United States Department of the Treasury requesting a delay in... Read more ISDA Comment on Section 871(m) Regulations
Documents (1) for ISDA Comment on Section 871(m) Regulations
CCP Default Management, Recovery and Continuity: A Proposed Recovery Framework
CCPs are required to develop recovery plans to avert a threat to their viability and... Read more CCP Default Management, Recovery and Continuity: A Proposed Recovery Framework
Documents (1) for CCP Default Management, Recovery and Continuity: A Proposed Recovery Framework
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