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

On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance responded to the Prudential Regulation Authority (PRA) consultation paper (CP) entitled Counterparty credit risk: Treatment of model limitations in banks’ internal models – CP17/19.

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