Isda defends trading book models in response to Basel proposals

Isda pushes alternatives to Basel Committee review of trading book capital rules in leaked comment letter


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here