Further response from ISDA, GFMA and IIF to the BCBS regarding the Consultative Document “Fundamental Review of the Trading Book” dated May 2012

Documents (2) for Further response from ISDA, GFMA and IIF to the BCBS regarding the Consultative Document “Fundamental Review of the Trading Book” dated May 2012

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...