Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group of the Basel Committee on Banking Supervision regarding the Second Consultative Document on the Fundamental Review of the Trading Book – capturing market illiquidity, the treatment of credit, the trading book/banking book boundary, the model independent approval process, disclosure requirements and floors
Documents (1) for ISDA, GFMA & IIF Letter to the Trading Book Group (“TBG”) of the Basel Committee on Banking Supervision (“BCBS”) re. the Fundamental Review of the Trading Book (FRTB): Request to Revise the FRTB and Quantitative Impact Studies (“QIS”) Timelines
Documents (1) for ISDA, GFMA & IIF initial Industry Comment Letter to the Basel Committee on the Proposed Revised Standardized Approach of the BCBS Second Consultative Document Fundamental Review of the Trading Book