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 on a study carried out over nearly two years. In comparing the results of economic capital models
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