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
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
July 30, 2008
Joint Trade Associations (BBA, ISDA and LIBA) Response to Basel's Principles for Sound Liquidity Risk Management and Supervision.
JACLR-response-to-BCBS.pdf
July 30, 2008
Joint Trade Associations (BBA, ISDA and LIBA) Response to CEBS's Technical Advice on Liquidity Risk Management (CP19)
JACLR-response-to-CEBS-CP-technical.pdf
July 16, 2008
Joint Trade Association letter (BBA, LIBA, ISDA, CMSA-Europe, IACPM, EBF, SIFMA and the ESF) with regard to the European Commission Service’s alternative proposal to amend the Capital Requirements Directive (CRD) to address incentives in the “originate-to-distribute” (OTD) model. Submitted to Commissioner McCreevy (European Commission), cc-ing Member States, EU Commissioners, and Commission Services
Joint-Association-Letter-on-EU-Commission071608.pdf
February 15, 2008
Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”
ISDA-IIF-IBA-IBFED-Joint-Association-Idustry.pdf
June 19, 2007
Joint Association Response to CEBS consultation paper, CP01 rev outlining proposals to revise and develop its consultation processes and procedures
ISDA-LIBA-SSDA-FASD-response-CEBS-CP01rev-06-19-07.pdf
March 26, 2007
Joint industry comment on the US Basel II NPR, sent to the Federal Reserve, OCC, FDIC and OTS
Risk-Based-Capital-NPR-IndustryResponse3-26-07.pdf