Basel III Leverage Rule Impact on Cleared Derivatives
Summary
The SIFMA Asset Management Group (SIFMA AMG) provides comments to Basel Committee on Banking Supervision, Bank for International Settlements (BIS) regarding the Treatment of Segregated Initial Margin in the Calculation of Centrally Cleared Derivatives Exposures under the Basel III Leverage Ratio Framework.
SIFMA AMG, Investment Company Institute (ICI), American Chamber of Commerce in Australia (AmCham Australia), Information Technology Industry Council (ITI), Managed…