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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Accounting for Carbon Credits
At present, there are no specific International Financial Reporting Standards (IFRS) or US Generally Accepted... Read more Accounting for Carbon Credits
Documents (1) for Accounting for Carbon Credits
Letter to the EBA on SA-CCR
On October 13, 2023, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more Letter to the EBA on SA-CCR
Documents (1) for Letter to the EBA on SA-CCR
Response to EBA on Climate-related Data
On October 11, 2023, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more Response to EBA on Climate-related Data
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ISDA responds to IASB on amendments to IFRS 9 and IFRS 7
On July 7, ISDA submitted a comment letter to the International Accounting Standards Board (IASB) in... Read more ISDA responds to IASB on amendments to IFRS 9 and IFRS 7
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A Conceptual Framework for Climate Scenario Analysis in the Trading Book
Understanding the potential impact of climate risk on the financial system is of increasing importance,... Read more A Conceptual Framework for Climate Scenario Analysis in the Trading Book
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ISDA, AFME Respond to EBA on FRTB Reporting Requirements
On June 21, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA, AFME Respond to EBA on FRTB Reporting Requirements
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ISDA Responds to PRA Consultation on Basel 3.1 Implementation
On March 31, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA Responds to PRA Consultation on Basel 3.1 Implementation
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ISDA-SIFMA Respond to FRB on Principles for Climate-related Financial Risk Management for Large Banks
On February 6, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted a... Read more ISDA-SIFMA Respond to FRB on Principles for Climate-related Financial Risk Management for Large Banks
Documents (1) for ISDA-SIFMA Respond to FRB on Principles for Climate-related Financial Risk Management for Large Banks
FRTB IMA DRC and the 3 Basis Point Floor
As part of the default risk charge (DRC) in the internal models approach (IMA) within... Read more FRTB IMA DRC and the 3 Basis Point Floor
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Climate Risk Scenario Analysis for the Trading Book
As climate-related events continue to occur with increasing frequency and severity, environmental risks need to... Read more Climate Risk Scenario Analysis for the Trading Book