Letters to the BCBS’ Risk Measurement Group (“RMG”) on “Prudential treatment of the impact of own credit spreads on the valuation of OTC derivatives” and “Removal of CVA gains arising from own credit spread deterioration by reference to an Industry Index” following a RMG-ISDA meeting on May 29 2012.
Documents (2) for Letters to the BCBS’ Risk Measurement Group (“RMG”)
Latest
Refreshing the FX Definitions
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ISDA Position Paper on SFDR Review
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ISDA Response to HKMA SFC Consultation on Clearing Rules
On February 27, ISDA responded to a joint consultation by the Hong Kong Monetary Authority (HKMA) and the Securities Futures Commission (SFC) on proposed amendments to schedule 2 of the clearing rules for over-the-counter (OTC) derivatives. The proposed amendments introduce...