Tax & Accounting September 27, 2024 Risk & Capital ISDA Publishes Results of Survey on AT1 Treatment in DRM...
Speeches & testimony | November 19, 2020 Trading Book Capital Virtual Event Opening Remarks Trading Book Capital – Virtual Event November 19, 2020 Opening Remarks Scott O’Malia, CEO, ISDA... Read more Trading Book Capital Virtual Event Opening Remarks Tags: Basel III, Credit Valuation Adjustment (CVA), Fundamental Review of the Trading Book (FRTB), Procyclicality, Risk and Capital Documents (1) for Trading Book Capital Virtual Event Opening Remarks Trading Book Capital Virtual Event Opening Remarks(pdf) will open in a new tab or window
Capital | June 17, 2020 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 Tags: Basel III, Credit Valuation Adjustment (CVA), Fundamental Review of the Trading Book (FRTB), ISDA Analytics, Perun, SA Benchmarking, Standardized Approach to Counterparty Credit Risk (SA-CCR) Documents (4) for ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA Risk Awards 2022 Technology Innovation of the Year(pdf) will open in a new tab or window ISDA SA Benchmarking-Licensed vendors May-2023(pdf) will open in a new tab or window Article in IQ Magazine on ISDA SA Benchmarking, February 2021(pdf) will open in a new tab or window View all documents
derivatiViews | March 6, 2020 CRR III: Appropriateness and Consistency Earlier this week, ISDA hosted a bank capital conference in Brussels and, based on what... Read more CRR III: Appropriateness and Consistency Tags: Basel III, Risk and Capital Documents (0) for CRR III: Appropriateness and Consistency
Capital | December 20, 2019 ISDA Responds to EC Consultation on CRR3 Implementation On December 20, ISDA and the Association for Financial Markets in Europe (AFME) submitted a... Read more ISDA Responds to EC Consultation on CRR3 Implementation Tags: Basel III Documents (1) for ISDA Responds to EC Consultation on CRR3 Implementation ISDA, AFME Response to the EC Consultation on CRR3 Implementation(pdf) will open in a new tab or window
Speeches & testimony | September 19, 2019 ISDA Chairman Eric Litvack Remarks at 2019 ISDA Annual Europe Conference ISDA Annual Europe Conference September 19, 2019 Eric Litvack, ISDA Chairman Good morning everyone, welcome... Read more ISDA Chairman Eric Litvack Remarks at 2019 ISDA Annual Europe Conference Tags: Basel III, Capital, Market Infrastructure & Technology Documents (1) for ISDA Chairman Eric Litvack Remarks at 2019 ISDA Annual Europe Conference Chairman Remarks ISDA Regional Conferences 2019(pdf) will open in a new tab or window
Risk & Capital | December 7, 2018 ISDA Response to Industry Quantitative Impact Study on SA-CCR On December 7, 2018, ISDA, the Global Financial Markets Association and the Institute of International... Read more ISDA Response to Industry Quantitative Impact Study on SA-CCR Tags: Basel III, SA-CCR Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR SA-CCR- Why a re-calibration is necessary(pdf) will open in a new tab or window
Capital | April 18, 2018 ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III ISDA and the Association for Financial Markets in Europe (AFME) comment letter on the European... Read more ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III Tags: Basel III Documents (1) for ISDA / AFME response to European Commission exploratory consultation on the finalization of Basel III AFME-ISDA response - Consultation paper re finalisation of Basel III(pdf) will open in a new tab or window
derivatiViews | December 8, 2017 Monitoring of Basel Rules will be Critical Publication of the latest package of capital requirements – often dubbed Basel IV – has... Read more Monitoring of Basel Rules will be Critical Tags: Basel Committee on Banking Supervision, Basel III, Capital, Fundamental Review of the Trading Book (FRTB), Risk and Capital Documents (0) for Monitoring of Basel Rules will be Critical