Joint Association (ISDA/BBA/AFME) Response to CEBS CP31 Guidelines on the management of concentration risk under the supervisory review process

Documents (1) for Joint Association (ISDA/BBA/AFME) Response to CEBS CP31 Guidelines on the management of concentration risk under the supervisory review process

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...