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 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 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
Documents (1) for ISDA letter to the ESAs on Proposed Margin Rules: Documentation Requirements
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 Requirements: Analysis of Currency Mismatch Haircut
ISDA is concerned about the haircut for a currency mismatch that is proposed in the... Read more ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut
Documents (2) for ISDA letter to the ESAs on Proposed Margin Requirements: Analysis of Currency Mismatch Haircut
ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
On July 31 ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on sensitivity based approach (firm wide quantitative impact study)
ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
On July 17, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Documents (2) for ISDA/GFMA/IIF response letters to the BCBS’s TBG on the firm-wide FRTB QIS instructions
Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA... Read more Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
Documents (1) for Joint letter from ISDA’s North American Tax Committee together with CME Group, SIFMA and FIA to the United States Department of the Treasury and Internal Revenue Service requesting guidance and relief relating to upfront payments on certain types of swap transactions.
ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
Documents (1) for ISDA/GFMA/IIF further response to the BCBS’s TBG on non-modellable risk factors (second consultative document on the FRTB)
ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
On May 22, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
Documents (1) for ISDA/GFMA/IIF letter to the BCBS’s TBG on the timeline for a firm-wide QIS in support of the FRTB
ISDA Comments on Proposed Section 871(m) Regulations
ISDA comment letter to the United States Department of the Treasury and Internal Revenue Service... Read more ISDA Comments on Proposed Section 871(m) Regulations