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Risk Management

ISDA’s Risk Management Team works with members, regulators and policy makers to develop rules which ensure that appropriate, prudent and risk sensitive capital charges are applied uniformly to the various financial risks faced by the industry. The group continually seeks to define best practice in each area and assist all stakeholders in achieving this.

Click here for additional and archived risk management materials.


DateTitle / DescriptionDocuments
May 14, 2012
Industry Response to the EBA on CVA risks
Industry response sent to the European Banking Authority, on the following aspects of CVA risks: proxy spreads and market Loss Given Default (“LGD”)
Industry Response to the EBA on CVA risks.pdf
April 30, 2012
CCP Resolution
ISDA Comment Letter to Payments & Infrastructure Division, Bank of England
Final CCP resolution letter 30 04 12.pdf
April 27, 2012
Capitalisation of Default Fund Exposures and Hypothetical Capital Methodologies
ISDA, BBA, IIF, GFMA and FOA letter to Risk Management Group (RMG) of Bank for International Settlements (BIS).
Letter to RMG Final 27 04 12.pdf
April 3, 2012
Response to EBA, ESMA, EIOPA Joint Discussion Paper on Risk Mitigation Techniques for Trades Not Cleared by a Central Counterparty
Response sent to the European Banking Authority, European Securities Markets’ Association and European Insurance and Occupational Pensions Authority
Response to EBA on Risk Mitigation Trades Not Cleared by CPP.pdf
February 22, 2012
BCBS 214 Letter and Response
ISDA and industry response to Basel Committee on Banking Supervision paper on Application of Own Credit Risk Adjustments to Derivatives (BCBS Paper 214, issued December 2011)
ISDA BCBS 214 Letter and Response.pdf
February 2, 2012
Systemic Risk of Intraday Margin calls
Comment letter to CPSS-IOSCO
CPSSISOCO Final letter 2 02 12.pdf
January 25, 2012
Key areas for clarification on CRD4 implementation relating to Counterparty Credit Risk
ISDA and AFME letter to the FSA
MemotoFSAFollowingDec2011CREG.pdf
November 25, 2011
Joint Association (ISDA, BBA, GFMA, IIF, FOA) Response to the BCBS’s 2nd consultative document on the capitalization of bank exposures to central counterparties
FinalCCPExposures25112011.pdf
September 19, 2011
Letters sent to the Basel Committee and RMMG re proposals on exposures to CCPs
Letter to Basel Committee CCP pdf - Adobe Acrobat Pro (3).pdf Letter to RMMG CCP pdf - Adobe Acrobat Pro.pdf
August 1, 2011
Letter sent to the RMMG on a number of remaining issues in the Basel Counterparty Credit Risk framework
Letter_to_RMMG_01.08.11.pdf
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