Joint Association (ISDA, BBA and AFME) Letter regarding proposed stress tests for the Correlation Trading Portfolio. Submitted to Basel Committee on Banking Supervision

Documents (1) for Joint Association (ISDA, BBA and AFME) Letter regarding proposed stress tests for the Correlation Trading Portfolio. Submitted to Basel Committee on Banking Supervision

ISDA Letter to BCBS on RMA Models

On July 24, ISDA wrote to the Basel Committee on Banking Supervision (BCBS) to request guidance on how the proposed Risk Mitigation Accounting (RMA) model under International Financial Reporting Standard (IFRS) 9/IFRS 7 should be treated for prudential regulatory capital...