Industry offers comment on market risk NPR

Four industry bodies have issued a joint letter commenting on the supervisory agencies’ notice of proposed rulemaking (NPR) on market risk, which proposes revisions to the market risk capital rule of 1997, in line with the changes made to the international Basel II framework following the trading book review of 2005.

The Institute of International Finance, the International Swaps and Derivatives Association, the London Investment Banking Association and the Risk Management Association have

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