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Joint Association Comments to the BCBS on their Consultative Document: Reducing Variation in Credit Risk-weighted Assets – Constraints on the Use of Internal Model Approaches

GFMA, the International Swaps and Derivatives Association (ISDA), the International Association of Credit Portfolio Managers (IACPM) and the Japan Financial Markets Council (JFMC), provide comments to Basel Committee on Banking Supervision (BCBS) to respond to the Basel Committee’s Consultative Document “Reducing variation in credit risk-weighted assets – constraints on the use of internal model approaches”.

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Joint Association Comments to the BCBS on their Consultative Document: Reducing Variation in Credit Risk-weighted Assets – Constraints on the Use of Internal Model Approaches-attachment
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