BCBS Consultative Document on IRRBB

17 Sep 2015

The Institute of International Finance (IIF), the International Banking Federation (IBFed), the Global Financial Markets Association (GFMA), and the International Swaps and Derivatives Association (ISDA), together “the Associations”, appreciate the opportunity to comment on the Basel Committee on Banking Supervision’s (BCBS) consultative document (CD) on Interest Rate Risk in the Banking Book (IRRBB).

Please read the full document via the link below

BCBS Consultative Document on IRRBB
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