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ISDA/IIF/GFMA Response To The BCBS 254 CD: The Non-Internal Model Method For Capitalising Counterparty Credit Risk Exposures

Date 30/09/2013

On September 27, the International Swaps and Derivatives Association, Inc. (‘ISDA’), the Institute of International Finance (‘IIF’) and the Global Financial Markets Association (‘GFMA’), responded to the Basel Committee on Banking Supervision (‘BCBS’) Consultative Document ‘The non-internal model method for capitalising counterparty credit risk exposures (NIMM)', dated June 2013. 
 

Attached is the Covering Letter and Industry Response .