On July 15, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an addendum to the joint US Basel III “endgame” notice of proposed rulemaking (NPR). The addendum contains a proposal for general interest rate risk (GIRR) curvature to fix an issue that was recently identified.
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ISDA And SIFMA Submit Addendum On GIRR Curvature To US Basel III NPR
Date 18/07/2024
