ISDA white paper advocates CDM for risk, capital and margin reporting

Regulators increasingly require firms to report portfolio risk data at a detailed level, including in the context of benchmarking their capital models. While the aim of risk data reporting is to enhance transparency and standardization across the industry, there is significant scope for inconsistency in the reporting, analysis and interpretation of this data.

There is now an opportunity for the industry to collaborate with global regulators to promote common standards and a uniform approach to risk data reporting and processing. This whitepaper proposes an approach based on ISDA’s Common Risk Interchange Format (CRIF) and the Common Domain Model (CDM), which will reduce the operational complexity and costs associated with the proliferation of standards aimed at capturing portfolio risk data.

The full paper is available at

Related Posts

Previous Post
ESMA proposes lowering the reporting threshold for net short positions to 0.1% on a permanent basis
Next Post
Federal Reserve survey shows 2/3rds of banks ready to limit reserve balances

Fill out this field
Fill out this field
Please enter a valid email address.


Reset password

Create an account