Tag: Prudential Regulation Authority (PRA)

Documents (1) for Letter to PRA and BOE on UK EMIR Equity Option Exemption

Documents (1) for ISDA Response to FCA/PRA Consultation on Margin Requirements for Non-Centrally Cleared Derivatives

Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR

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