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ISDA: Response To EBA Consultation On Draft Regulatory Technical Standards For CVA Risk On Determination Of A Proxy Spread And Specification Of A Limited Number Of Smaller Portfolios

Date 14/09/2012

ISDA and AFME (“the industry”) welcome the opportunity to comment on the above Consultation Paper (“the Paper”) issued by the EBA. The industry highlights below a number of overarching issues regarding the consultation, followed by answers to individual questions raised.

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