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 31, 2010
Sound Practices for Backtesting CCR Models - ISDA and AFME comment
Backtesting-CCR-models-response.pdf
April 16, 2010
Joint Association (ISDA, BBA and AFME) Response to Capital Requirements Directive IV. Submitted to European Commission
AFME-BBA-ISDA-Response-to-CRD.pdf
April 16, 2010
Joint Association (ISDA, BBA and GFMA) Response to Basel Committee's Resilience (BCBS 164) and Liquidity Framework (BCBS 165) proposals
GFMA-BBA-ISDA-response-to-BCBS-164and165.pdf
April 9, 2010
Joint Association (ISDA, BBA and AFME) Response regarding Tranche protection trades. Submitted to FSA
ISDA_AFME_BBA_final-letter-correlation_trading_portfolio.pdf
March 31, 2010
Joint Association (ISDA, BBA and AFME) Letter regarding proposed stress tests for the Correlation Trading Portfolio. Submitted to Basel Committee on Banking Supervision
ISDA_AFME_BBA_final-letter-correlation_trading_portfolio.pdf
June 18, 2009
ISDA Response to The Turner Review: “A regulatory response to the global banking crisis” & Discussion Paper 09/2: “A regulatory response to the global banking crisis”. Submitted to FSA.
ISDA-Response-to-Turner-Review-and-DP092.pdf
April 29, 2009
Joint Association (ISDA, LIBA, EBF and ESF) Response to the EU Commission Services Working Document on proposed changes to the Capital Requirements Directive. Submitted to Director Elemér Tertak, European Commission
ISDA-LIBA-EBF-ESF-industry-response-to-EU-Commission-Services.pdf
March 13, 2009
Joint Association (ISDA, IIF, LIBA and IBFed) Response to “Revisions to the Basel II market risk framework" (BCBS 148) and "Guidelines for Computing Capital for Incremental Risk in the Trading Book" (BCBS 149). Submitted to Basel Committee.
Joint-Association-ISDA-IIF-LIBA-IBFed-industry.pdf
March 5, 2009
Joint Association (ISDA, LIBA and BBA) Response to the UK FSA's CP 08 22 on "Strengthening Liquidity Standards"
ISDA-LIBA-BBA-response-to-UK-FSA-CP08-22-Liquidity-Riskpdf.pdf
October 24, 2008
Joint Association Response to the Basel Consultation Papers on “Proposed Revisions to the Basel II Market Risk Framework” and “Guidelines for Computing Capital for Incremental Risk in the Trading Book”
Joint-Association-ISDA-IIF-LIBA-IBFed-IRC-24Oct08.pdf