Securities Associations publish guidelines on capital treatment of trading book items

The International Swaps and Derivatives Association (Isda), the London Investment Banking Association (LIBA) and the Bond Market Association (BMA) have published a compendium on capital treatment of trading book items, such as derivatives and securities financing transactions.

The compendium, according to a statement released in New York on March 4, is intended to assist the review by the Basel Committee on Banking Supervision and the International Organisation of Securities Commissions (Iosco) of the capital treatment of counterparty credit risk and credit risk mitigation, announced by the Basel Committee in January 2004.

The compendium collects in one place useful research pieces and surveys produced on these topics by Isda and the Federal Reserve Board, over

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