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

Documents (1) for ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties

Documents (1) for Notice of Proposed Rulemaking – Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements

Documents (1) for Letter from the IASB’s Chairman Hans Hoogervorst on the interaction between standard setting bodies and prudential regulators: OCI treatment under Basel III and accounting under IFRS and US GAAP

Documents (1) for Response to BCBS and IOSCO consultative document "Margin requirements for non-centrally-cleared derivatives"

Documents (1) for EBA Consultation Paper On Draft Regulatory Technical Standards for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2012/09)

Documents (2) for Basel Committee on Banking Supervision Consultative Document Fundamental Review of the Trading Book

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