Joint Association (ISDA/BBA/AFME) Response regarding Tranche protection trades

Documents (1) for Joint Association (ISDA/BBA/AFME) Response regarding Tranche protection trades

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...