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ISDA CEO says it is time to revisit rules on FRTB treatment of funds

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Published on: 31 January 2022
Published by LNB News

LNB News 31/01/2022

Document Information

Issue Date: 31 January 2022

Published Date: 31 January 2022

Jurisdiction(s): United Kingdom

Article summary

The International Swaps and Derivatives Association (ISDA) has published its latest derivatiViews, ‘Time to revisit FRTB treatment of funds’, in which ISDA CEO Scott O’Malia provides his informal comments on the treatment of equity investments in funds (EIIF) under the revised market risk capital framework.

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