Tag: Counterparty Credit Risk
On January 31, ISDA and the Institute of International Finance (IIF) submitted a joint response... Read more ISDA and IIF Response on Counterparty Credit Risk Hedging
Retouching Reforms – IQ November 2024
In an increasingly diverse and complex financial system, the process of implementing new regulations can... Read more Retouching Reforms - IQ November 2024
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Episode 45: Understanding NBFI Risks
As regulators look to tackle perceived risks posed by non-bank financial intermediation, Bruce Tuckman from... Read more Episode 45: Understanding NBFI Risks
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Proportionality Needed in Counterparty Risk Guidelines
The collapse of Archegos Capital Management in 2021 highlighted a complex problem: how do you... Read more Proportionality Needed in Counterparty Risk Guidelines
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ISDA and IIF Respond to BCBS Consultation on CCR Management
On August 28, ISDA and the Institute of International Finance (IIF) submitted a joint response... Read more ISDA and IIF Respond to BCBS Consultation on CCR Management
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ISDA/AFME Briefing Note on SA-CCR
The Standardised Approach for Counterparty Credit Risk (SA-CCR), a methodology to calculate the capital required... Read more ISDA/AFME Briefing Note on SA-CCR