GFMA Response to BCBS Climate Scenario Analysis Discussion Paper
GFMA has submitted a response to the Basel Committee on Banking Supervision (BCBS) Discussion Paper on the role of climate scenario analysis (CSA).
GFMA has submitted a response to the Basel Committee on Banking Supervision (BCBS) Discussion Paper on the role of climate scenario analysis (CSA).
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”.
GFMA provides comments to Bank for International Settlements (BIS) on the Basel Proposal regarding reducing variation in credit risk-weighted assets constraints on the use of internal model approaches.