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ISDA Chairman Eric Litvack Remarks at 2019 ISDA Annual Europe Conference

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ISDA Annual Europe Conference

September 19, 2019

Eric Litvack, ISDA Chairman

Good morning everyone, welcome back from the coffee break.

Some of you may not be aware of this, but we’re a few days away from an important anniversary. September 24 marks 10 years since the start of the Group-of-20 (G-20) Pittsburgh summit, which resulted in a series of commitments that have transformed derivatives markets.

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ISDA CEO Scott O’Malia Opening Remarks at ISDA Europe Conference, London

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ISDA Annual Europe Conference 

September 19, 2019

Opening Remarks

Scott O’Malia, ISDA Chief Executive

 

Good morning, everyone.

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Piercing the veil: what will a shift towards greater transparency on Pillar 2 mean for Eurozone banks?

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ECRS

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The Fundamental Review of the Trading Book and Emerging Markets

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In January 2019, the final piece of Basel III fell into place with the publication of the revised framework for market risk capital, known as the Fundamental Review of the Trading Book (FRTB).

The FRTB makes a number of important changes, including the introduction of a more risk-sensitive standardized approach (SA), desk-level approval for internal models, and a capital add-on for non-modellable risk factors (NMRFs).

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Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)

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ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the Bank Policy Institute (BPI), and the Futures Industry Association (FIA) appreciate the opportunity to comment on the proposed rulemaking from the Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation and the Office of the Comptroller of the Currency (OCC) (together, the Agencies).

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ISDA Chairman Eric Litvack’s Remarks at ISDA Europe Conference, London

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ISDA Europe Regional Conference

September 26, 2018

Chairman’s Remarks – Eric Litvack

Good morning.

The timing of this conference means that, in recent days and weeks, you will have seen and heard a great deal of retrospective analysis on the financial crisis. Ten years ago, the markets were in a very uncertain place. Lehman had just gone under, triggering a shockwave that turned what had until then been a gradually building credit crisis into a full-blown financial panic.

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Singing from the same hymn sheet: harmonising definition of default

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Pd1

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Capital Progress

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The checklist of post-crisis reforms now has neat ticks alongside each item. Clearing of standardized derivatives – tick. Reporting, trading on regulated venues where appropriate, margin requirements for non-cleared derivatives – tick, tick, tick. Revised capital rules – tick. With these requirements in place, our focus is now on two key issues: making sure the entire rule set is appropriate and reflects risk, and we achieve a globally convergent regulatory framework.

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Capital Progress

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The checklist of post-crisis reforms now has neat ticks alongside each item. Clearing of standardized derivatives – tick. Reporting, trading on regulated venues where appropriate, margin requirements for non-cleared derivatives – tick, tick, tick. Revised capital rules – tick. With these requirements in place, our focus is now on two key issues: making sure the entire rule set is appropriate and reflects risk, and we achieve a globally convergent regulatory framework.

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