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
Tag: Risk and Capital
Consultation Response on Risks Not in VAR and Stressed VAR
On November 6, 2020, ISDA submitted a response to a consultation by the Prudential Regulation... Read more Consultation Response on Risks Not in VAR and Stressed VAR
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Consultation Response on Internal Default Risk Model Requirements
On October 22, 2020, ISDA submitted a response to a consultation by the European Banking... Read more Consultation Response on Internal Default Risk Model Requirements
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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
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Recalibrating CVA
The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA
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A Pro-cyclical Problem
Regulators have typically tried to avoid putting in place measures that are explicitly pro-cyclical, but... Read more A Pro-cyclical Problem
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A Welcome Step from Basel
Throughout the coronavirus crisis, global regulators have moved quickly and decisively to provide important regulatory... Read more A Welcome Step from Basel
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CRR III: Appropriateness and Consistency
Earlier this week, ISDA hosted a bank capital conference in Brussels and, based on what... Read more CRR III: Appropriateness and Consistency
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2020 Looming Large
It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large
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A Relook at CVA
If something is worth doing, it’s worth doing right. And there’s no doubt establishing capital... Read more A Relook at CVA