ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA

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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Documents (2) for ISDA/AFME response to the EBA’s ‘Draft RTS on the margin periods of risk used for the treatment of clearing members’ exposures to clients’.

ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’

On February 28, ISDA responded to the International Valuation Standard Council (‘IVSC’) exposure draft on... Read more ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’

Documents (1) for ISDA comment letter on IVSC’s exposure draft on ‘Credit and Debit Valuation’

Documents (1) for ISDA North America Tax Committee Comment Letter to U.S. Treasury requesting a delay in the application of proposed regulations under Section 871(m) of the Internal Revenue Code

Documents (2) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision, providing consolidated industry response to the Second Consultative Document on the Fundamental Review of the Trading Book (FRTB).

Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors

Documents (1) for ISDA response to IASB Discussion Paper (DP/2013/1) – A Review of the Conceptual Framework for Financial Reporting

Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group (“TBG”) of the Basel Committee on Banking Supervision (“BCBS”) re. the Fundamental Review of the Trading Book (FRTB): Request to Revise the FRTB and Quantitative Impact Studies (“QIS”) Timelines

Documents (1) for ISDA, GFMA & IIF initial Industry Comment Letter to the Basel Committee on the Proposed Revised Standardized Approach of the BCBS Second Consultative Document Fundamental Review of the Trading Book

Documents (1) for ISDA response to CPSS-IOSCO Consultative report: Public quantitative disclosure standards for CCPs

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