ISDA-AFME commentary of 14 June 2011 on 6 June 2011 draft Council text on EMIR

Documents (1) for ISDA-AFME commentary of 14 June 2011 on 6 June 2011 draft Council text on EMIR

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...