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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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
ISDA letter to global regulators (including Basel, Fed, IASB, FASB, OCC, European Commission) expressing ISDA’s... Read more 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 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
Basel III
The G20 group of major economies endorsed the Basel III and liquidity requirements at their... Read more Basel III
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ISDA reponse to HMRC (UK) consultation on possible changes to income tax rules
ISDA’s response letter to HM Revenue and Customs consultation on "possible changes to income tax... Read more ISDA reponse to HMRC (UK) consultation on possible changes to income tax rules
Documents (1) for ISDA reponse to HMRC (UK) consultation on possible changes to income tax rules
ISDA and GFMA response to two CPSS-IOSCO consultation papers relating to the Principles for Financial Market Infrastructures
Response to (1) Disclosure framework for financial market infrastructures and (2) Assessment methodology for the... Read more ISDA and GFMA response to two CPSS-IOSCO consultation papers relating to the Principles for Financial Market Infrastructures
Documents (1) for ISDA and GFMA response to two CPSS-IOSCO consultation papers relating to the Principles for Financial Market Infrastructures
Letters to the BCBS’ Risk Measurement Group (“RMG”)
Letters to the BCBS’ Risk Measurement Group (“RMG”) on “Prudential treatment of the impact of... Read more Letters to the BCBS' Risk Measurement Group (“RMG”)
Documents (2) for Letters to the BCBS’ Risk Measurement Group (“RMG”)
Letters to the BCBS’ Risk Measurement Group (“RMG”)
Letters to the BCBS’ Risk Measurement Group (“RMG”) on “Prudential treatment of the impact of... Read more Letters to the BCBS' Risk Measurement Group (“RMG”)
Documents (2) for Letters to the BCBS’ Risk Measurement Group (“RMG”)
Review of Non-Internal Model Approaches for Measuring CCR
Presentation to Basel Committee’s Risk Measurement Group
Documents (1) for Review of Non-Internal Model Approaches for Measuring CCR
Review of Non-Internal Model Approaches for Measuring CCR
Presentation to Basel Committee’s Risk Measurement Group
Documents (1) for Review of Non-Internal Model Approaches for Measuring CCR
Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
The paper is intended to give the reader an insight into the different offsetting requirements... Read more Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Documents (1) for Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
The paper is intended to give the reader an insight into the different offsetting requirements... Read more Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS