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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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
Documents (1) for Netting and Offsetting: Reporting derivatives under U.S. GAAP and under IFRS
Letter from the Office of the Chief Accountant at the SEC
ISDA received confirmation that the SEC staff supports the view that the novation of a... Read more Letter from the Office of the Chief Accountant at the SEC
Documents (1) for Letter from the Office of the Chief Accountant at the SEC
Industry Response to the EBA on CVA risks
Industry response sent to the European Banking Authority, on the following aspects of CVA risks:... Read more Industry Response to the EBA on CVA risks
Documents (1) for Industry Response to the EBA on CVA risks
Revised version of the ISDA FATCA Provision. (This version has been replaced by the version published on August 15, 2012)
The ISDA North American Tax Committee developed the ISDA FATCA Provision, which market participants may... Read more Revised version of the ISDA FATCA Provision. (This version has been replaced by the version published on August 15, 2012)