IIF WGCA: Joint Associations’ Letter to the TFIR re Comments on Proposed IRRBB/CSRBB QIS Templates

1 Dec 2014

The Institute of International Finance (IIF), the International Banking Federation (IBFed), the Global Financial Markets Association (GFMA), the International Swaps and Derivatives Association (ISDA; and jointly, the Associations), and our members would like to thank the TFIR for the opportunity to discuss the proposed templates for the interest rate risk in the banking book (IRRBB) / credit spread risk in the banking book (CSRBB) quantitative impact study (QIS) at a meeting in London on November 11, 2014. We are hopeful to continue this constructive and useful dialogue as the TFIR continues its work in developing the IRRBB/CSRBB policy frameworks.

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