Global Correspondence

GFMA Submits a Response to the Basel Trading Book Group (TBG) on the BCBS consultative document: Fundamental Review of the Trading Book

GFMA paper provided to the Basel Trading Book Group (TBG)in response to the BCBS consultative document: Fundamental Review of the Trading Book. 

The paper addresses the issues of diversification and model approval; te paper attempts to assist the Basel Committee in achieving their aims of having a more granular model approval framework.

 

 


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