Letter sent to the RMMG on a number of remaining issues in the Basel Counterparty Credit Risk framework

Documents (1) for Letter sent to the RMMG on a number of remaining issues in the Basel Counterparty Credit Risk framework

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...