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 Industry Response to the EBA Discussion Paper on “Draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (“CRR”)” of November 2012. (EBA/DP/2012/03)

Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications

An analysis of initial margin (IM) requirements for non-centrally cleared OTC derivatives under current regulatory... Read more Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications

Documents (1) for Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications

Documents (1) for Re-Opening of Comment Period re: Margin and Capital Requirements for Covered Swap Entities – Comments on Margin Requirements

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