July 18, 2024
On July 15, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted an addendum to the joint US Basel III “endgame” notice of proposed rulemaking (NPR). The addendum contains a proposal for general interest rate risk (GIRR) curvature to fix an issue that was recently identified.
Share This Article:
Share ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPRon Facebook. May trigger a new window or tab to open. Share ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPRon Twitter. May trigger a new window or tab to open. Share ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPRon LinkedIn. May trigger a new window or tab to open. Share ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPRvia email. May trigger a new window or your email client to open.Documents (1) for ISDA and SIFMA Submit Addendum on GIRR Curvature to US Basel III NPR
Related Articles
Capital
Dec 13, 2024
Risk & Capital
FRTB Capitalization of Funds
Capital
Jun 10, 2024
Risk & Capital