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GFMA, ISDA and IIF Letter to BCBS on Revised CVA Framework

GFMA, ISDA and the IIF sent a joint letter to the Basel Committee outlining concerns on the impact of the revised Credit Valuation Adjustment (CVA) Framework. The letter notes that industry QIS indicated that the framework will result in substantial increases in capital requirements.

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GFMA, ISDA and IIF Letter to BCBS on Revised CVA Framework
GFMA IBOR Transition Documents
GFMA FX Division Response to South African Regulators on Margin Requirements – May 2019