Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
Search Results
Results
1 Dec 1994
RDP
9409
The second group of capital charges are those suggested by ISDA and are denoted in Table 9 as ISDAC1, ISDAC2 and ISDAC3. ... 0.4293. Note:. a. ISDAC6 is the conventional ISDA formulation calculated with b set equal to 0.6.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html
Capital Standards
1 Dec 1994
RDP
9409
For instance, the International Swap Dealers' Association (ISDA) has suggested scaling the existing add-ons by the ratio of net to gross market values. ... The ISDA ratio is also inappropriate when using (4), as this would assume that all
https://www.rba.gov.au/publications/rdp/1994/9409/capital-standards.html