What Now for Basel III? – Vol 1, Issue 3: October 2015
This issue of IQ: ISDA Quarterly considers these important capital reforms from a variety of... Read more What Now for Basel III? - Vol 1, Issue 3: October 2015
Tag: Capital
ISDA Webcast: Preparing for WGMR Implementation
A large proportion of derivatives users will soon be required to post margin on non-cleared... Read more ISDA Webcast: Preparing for WGMR Implementation
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Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
A whitepaper discussing the SIMM for non-cleared derivatives was published by ISDA in December 2013.... Read more Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
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A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
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The Importance of Close-Out Netting
Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more The Importance of Close-Out Netting