ISDA OTC Derivatives Compliance Calendar. The International Swaps and Derivatives Association published an updated version of its OTC Derivatives Compliance Calendar. (5/2/2016)
Basel Committee releases new standards for IRRBB implementation and supervision. The Basel Committee on Banking Supervision published standards for Interest Rate Risk in the Banking Book, which revises previous supervisory expectations for banks’ identification, measurement, monitoring and control of IRRBB. The standards provide more extensive guidance on expectations for the IRRBB management process, enhanced disclosure requirements, an updated standardized framework, and a stricter threshold for identifying outlier banks. (4/21/2016) BIS press release.