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 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
Documents (1) for ISDA letter to the ESAs on Estimates of numbers of accounts affected by IM segregation requirements, to demonstrate operational challenges
ISDA letter to the ESAs on Proposed Margin Rules
ISDA is concerned about the practical consequences of certain provisions of the margin requirements under... Read more ISDA letter to the ESAs on Proposed Margin Rules
Documents (1) for ISDA letter to the ESAs on Proposed Margin Rules
ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
ISDA member firms participating in the industry-led WGMR implementation initiative are concerned about the market’s... Read more ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
Documents (1) for ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives
ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements
ISDA is concerned about the documentation that is required for parties to qualify for exemptions... Read more ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements