Isda and IACPM endorse credit capital model
Lead trade associations have called for a credit capital model that calculates regulatory capital using an internal models-based approach.
The International Swaps and Derivatives Association and the International Association of Credit Portfolio Managers (IACPM) have endorsed a credit capital model that suggests regulators should consider an internal models-based approach for the calculation of regulatory capital.
There are growing calls for the Basel Committee to review its guidelines in this area.
Isda and the IACPM based their views
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