International Swaps and Derivatives Association: Eight Technology Vendors License ISDA SA Benchmarking Unit Test
December 10, 2020
December 10, 2020
NEW YORK, Dec. 10 -- The International Swaps and Derivatives Association issued the following news release on Dec. 9:
The ISDA SA Benchmarking initiative was launched in 2018 to help firms and regulators achieve consistent and accurate implementation of the standardized approaches for market risk regulatory capital, known as the Fundamental Review of the Trading Book (FRTB). The exercise is also used to benchmark the use of standardized approaches for counterparty credit risk (SA-CC . . .
The ISDA SA Benchmarking initiative was launched in 2018 to help firms and regulators achieve consistent and accurate implementation of the standardized approaches for market risk regulatory capital, known as the Fundamental Review of the Trading Book (FRTB). The exercise is also used to benchmark the use of standardized approaches for counterparty credit risk (SA-CC . . .