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 response letter to the European Commission re. timing of application of Own Funds Requirements for Exposures to a Central Counterparty in the Capital Requirements Directive (CRD IV)

Documents (1) for ISDA files comment letter on EBA’s consultation paper on draft Regulatory Technical Standards on Capital Requirements for CCPs

Documents (1) for Investment securities – interlink between accounting and regulations — AFS and OCI treatment under Basel III – removal of prudential filters and interaction with accounting rules under US GAAP and IFRS

Documents (1) for ISDA reponse to HMRC (UK) consultation on possible changes to income tax rules

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