ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

ISDA Market Practice Guidance for Rescaling of the:

  • FRC – Excluding Tobacco-Non-Revised Consumer Price Index (FR CPIxT);
  • EUR-Excluding Tobacco-Non-revised Consumer Price Index (EU HICPxT);
  • ITL – Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index (IT CPI);
  • GBP – Harmonised-Non-revised Consumer Price Index (HICP) (UK CPI); and
  • NLG – Non-revised Consumer Price Index (CPI) (NLG CPI).

Documents (1) for ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

ISDA Letter to BCBS on RMA Models

On July 24, ISDA wrote to the Basel Committee on Banking Supervision (BCBS) to request guidance on how the proposed Risk Mitigation Accounting (RMA) model under International Financial Reporting Standard (IFRS) 9/IFRS 7 should be treated for prudential regulatory capital...