Singapore – ISDA/ASIFMA submission on capital requirements
Joint ISDA-ASIFMA submission to Monetary Authority of Singapore regards to the Consultation Paper on Proposed... Read more Singapore - ISDA/ASIFMA submission on capital requirements
Tag: Capital
A Global Framework Should Still be the Goal
This week, ISDA hosted a symposium on the future of bank capital in Europe. It... Read more A Global Framework Should Still be the Goal
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The Pendulum Swings: Basel Committee Shifts Away from Internal Models – Vol 2, Issue 3: July 2016
This issue of IQ looks at the proposed changes to the use of internal models,... Read more The Pendulum Swings: Basel Committee Shifts Away from Internal Models - Vol 2, Issue 3: July 2016
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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
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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