ISDA response to EBA Interim Report on MREL

The International Swaps and Derivatives Association, Inc. (ISDA) is grateful for the opportunity to provide feedback on the European Banking Authority (the EBA) interim report on MREL published in July 2016 (the Consultation). Given ISDA’s focus on over‐the‐counter (OTC) derivatives markets, ISDA’s response is primarily focused on the impact on derivatives markets.

Documents (1) for ISDA response to EBA Interim Report on MREL

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...