Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

Response to Eurosystem Consultation on Appia

On April 22, ISDA responded to the Eurosystem consultation on the Appia roadmap. ISDA broadly supports the roadmap and its high level principles, while recommending that the principle on market access and integration should be expanded to explicitly address interoperability...