IQ in Brief: Trading Book Capital
On November 19, ISDA held a Trading Book Capital virtual conference, sponsored by EY. Speakers... Read more IQ in Brief: Trading Book Capital
Tag: Fundamental Review of the Trading Book (FRTB)
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
Documents (1) for Trading Book Capital Virtual Event Opening Remarks
Consultation Response on Data Inputs in the Risk Measurement Model
On November 12, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Data Inputs in the Risk Measurement Model
Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model
Consultation Response on the Calculation of the Stress Scenario Risk Measure
On September 4, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on the Calculation of the Stress Scenario Risk Measure
Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure
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
Documents (4) for ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA
Hong Kong
Joint ISDA and ASIFMA response to the Hong Kong Monetary Authority’s consultation on market risk... Read more Hong Kong
Documents (1) for Hong Kong
The Fundamental Review of the Trading Book and Emerging Markets
In January 2019, the final piece of Basel III fell into place with the publication... Read more The Fundamental Review of the Trading Book and Emerging Markets
Documents (1) for The Fundamental Review of the Trading Book and Emerging Markets
Industry Submits FRTB Consultation Response
On June 20, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International Finance... Read more Industry Submits FRTB Consultation Response
Documents (1) for Industry Submits FRTB Consultation Response
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
Documents (0) for Monitoring of Basel Rules will be Critical
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