Securities Associations publish guidelines on capital treatment of trading book items
The International Swaps and Derivatives Association (Isda), the London Investment Banking Association (LIBA) and the Bond Market Association (BMA) have published a compendium on capital treatment of trading book items, such as derivatives and securities financing transactions.
The compendium collects in one place useful research pieces and surveys produced on these topics by Isda and the Federal Reserve Board, over
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