Episode 6: Derivatives and Sustainable Finance

Please view this page via Chrome to access the recording.

As sustainable finance rises up the agenda around the world, ambitious targets are being set to support the transition to a green economy. What role will the derivatives market play in supporting hedging and standardization? Bob Litterman, founder of Kepos Capital and chair of the CFTC’s climate-related market risk subcommittee, shares his perspective.

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...