London – 22 June 2016: The Global Financial Markets Association (GFMA), along with the International Swaps and Derivatives Association, Inc. (ISDA), the International Association of Credit Portfolio Managers (IACPM) and the Japan Financial Markets Council (JFMC), today responded to the Basel Committee’s consultation on Reducing variation in credit risk-weighted assets – constraints on the use of internal model approaches. The full response is available here
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