September 27, 2013
On September 27, the International Swaps and Derivatives Association, Inc. (‘ISDA’), the Institute of International Finance (‘IIF’) and the Global Financial Markets Association (‘GFMA’), responded to the Basel Committee on Banking Supervision (‘BCBS’) Consultative Document ‘The non-internal model method for capitalising counterparty credit risk exposures (NIMM)’, dated June 2013.
Attached is the covering letter and Industry response.
Share This Article:
Share ISDA/IIF/GFMA response to the BCBS 254 CD: The Non-Internal Model Method for Capitalising Counterparty Credit Risk Exposureson Facebook. May trigger a new window or tab to open. Share ISDA/IIF/GFMA response to the BCBS 254 CD: The Non-Internal Model Method for Capitalising Counterparty Credit Risk Exposureson Twitter. May trigger a new window or tab to open. Share ISDA/IIF/GFMA response to the BCBS 254 CD: The Non-Internal Model Method for Capitalising Counterparty Credit Risk Exposureson LinkedIn. May trigger a new window or tab to open. Share ISDA/IIF/GFMA response to the BCBS 254 CD: The Non-Internal Model Method for Capitalising Counterparty Credit Risk Exposuresvia email. May trigger a new window or your email client to open.