FRTB IMA DRC and the 3 Basis Point Floor

As part of the default risk charge (DRC) in the internal models approach (IMA) within… Read more FRTB IMA DRC and the 3 Basis Point Floor

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Documents (1) for Joint Trade Association letter (BBA, LIBA, ISDA, CMSA-Europe, IACPM, EBF, SIFMA and the ESF) with regard to the European Commission Service’s alternative proposal to amend the Capital Requirements Directive (CRD) to address incentives in the “originate-to-distribute” (OTD) model. Submitted to Commissioner McCreevy (European Commission), cc-ing Member States, EU Commissioners, and Commission Services

Documents (1) for Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

Documents (1) for Joint Association Response to the Basel Committee on Banking Supervision’s Consultative Document entitled “Guidelines for Computing Capital for Incremental Default Risk- in the Trading Book”

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