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 Joint Association (ISDA, LIBA, EBF and ESF) Response to the EU Commission Services Working Document on proposed changes to the Capital Requirements Directive. Submitted to Director Elemér Tertak, European Commission

Documents (1) for Comments on Proposed FASB Staff Position FAS 157-e, Determining Whether a Market Is Not Active and a Transaction Is Not…

Documents (1) for Comments on Proposed FASB Staff Position FAS 115-a, FAS 124-a, and EITF 99-20-b, “Recognition and Presentation of Other-Than-Temporary Impairments”; to…

Documents (1) for Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.

Documents (1) for Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.

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