June 4, 2014
On June 4, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International Finance (IIF) submitted to the Trading Book Group (TBG) of the Basel Committee on Banking Supervision (BCBS) a discussion paper on the modellability of risk factors as a further response to the second consultative document on the Fundamental Review of the Trading Book (FRTB).
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