Note sent to the Basel Trading Book Group on CVA as part of ISDA’s comments on the Fundamental Review of the Trading Book

Documents (1) for Note sent to the Basel Trading Book Group on CVA as part of ISDA’s comments on the Fundamental Review of the Trading Book

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...