Tag: Fundamental Review of the Trading Book (FRTB)
Throughout the evolution of Basel III, policy-makers have had to strike a balance in setting... Read more Alignment Needed Between Capital Rules and Carbon Certificates
Implications of the FRTB for Carbon Certificates
On July 23, ISDA published a new paper, Implications of the FRTB for Carbon Certificates,... Read more Implications of the FRTB for Carbon Certificates
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ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB
On July 2, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on Emerging Markets and Advanced Economies under FRTB
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ISDA and AFME Respond to EBA on JTD Amounts
On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on JTD Amounts
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ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
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A Standard for Risk Data
Reporting of risk data has never been the easiest of tasks, either for banks or... Read more A Standard for Risk Data
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The Future of Risk, Capital and Margin Reporting
Regulators increasingly require firms to report portfolio risk data at a detailed level, including in... Read more The Future of Risk, Capital and Margin Reporting
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Response to HM Treasury Consultation on the Implementation of Basel III Standards
On April 1, 2021, ISDA and the Association for Financial Markets in Europe submitted a... Read more Response to HM Treasury Consultation on the Implementation of Basel III Standards
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Creating a Better Test for Capital
From the earliest days of the pandemic, it became clear that effective coronavirus testing would... Read more Creating a Better Test for Capital
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Eight Technology Vendors License ISDA SA Benchmarking Unit Test
ISDA has today announced that eight technology vendors have licensed the ISDA Standardized Approach (SA)... Read more Eight Technology Vendors License ISDA SA Benchmarking Unit Test