Further response of the International Swaps and Derivatives Association, Inc (“ISDA”), the Global Financial Markets Association (“GFMA”) and the Institute of International Finance ("IIF") (together “the Associations”), to the Basel Committee on Banking Supervision (“BCBS”) Consultative Document Fundamental Review of the Trading Book dated May 2012 (“Fundamental Review” or “FTRB”).
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
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When firms implement capital models in line with supervisory standards, a range of interpretative and implementation choices inevitably arise. These choices reflect differences in modeling approaches, data availability, system architecture and risk management practices, and can lead to variation in...
