Isda defends trading book models in response to Basel proposals
The International Swaps and Derivatives Association proposes an alternative approach to trading book capital requirements, and urges regulators not to disincentivise banks from improving their internal models, in its response to the Basel Committee on Banking Supervision's review of existing trading book capital rules. The comment letter has not yet been published by Isda or the Basel Committee, but an industry source provided Risk with a copy.
The 36-page Isda document – which can be accessed
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