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 (1) for ISDA/AFME response to the European Banking Authority’s second consultation on draft RTS for CVA risk

Documents (1) for ISDA/GFMA/ABA/FSR/IIB & IIF (collectively, “the Associations”) response to the ‘Revised Basel III leverage ratio framework and disclosure requirements (“Proposed Framework”)’ issued in June 2013

Documents (1) for ISDA/GFMA/ABA/FSR/IIB/IIF response to Revised Basel III leverage ratio framework and disclosure requirements (Proposed Framework)

Documents (1) for ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)

Documents (1) for ISDA/AFME response to the Consultation Paper Draft RTS on the definition of market under Article 330(3) of the Draft Capital Requirements Regulation (CRR) (EBA/CP/2013/15).

Documents (2) for ISDA, GFMA & IIF response to the Consultative Document Fundamental Review of the Trading Book Rules on Liquidity Risk

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