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

Addressing Termination Troubles

When Enron announced a shock $618 million loss on October 16, 2001, it took a further 47 days until it filed for bankruptcy. For Bear Stearns, it took 266 days between its bailout of a structured credit fund run by...