*Letters

SIA Submits Comments to the BCBS on the Application of Basel II

Published on:
May 27, 2005

An Ad Hoc Committee of the Securities Industry Association (SIA)*provides comments to the Basel Committee on Bank Supervision (BCBS)on the Consultative Document (CD)– The Application of Basel II to Trading Activities and the Treatment of Double Default Effects (April 2005). The Ad Hoc Committee responds to primary elements of the CD including: 1) the treatment of counterparty credit risk and cross-product netting; 2) the treatment of double default; 3) the short-term maturity adjustment in the IRB approach; 4) improvements in the current trading book regime; and 5) a proposed capital treatment for unsettled and failed trades.

*SIFMA is the product of a merger between the Securities Industry Association (SIA) and The Bond Market Association (TBMA) in 2006.

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