Isda defends trading book models in response to Basel proposals

Laurie Carver
13 Sep 2012

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]