PRA Consultation on the Implementation of Basel Standards

The IACPM responded to the PRA Consultation on the Implementation of Basel standards.  IACPM provided comments on CRR regulations as well as Basel III finalization on the treatment of synthetic risk transfer instruments that are used by credit portfolio managers for risk mitigation.   The letter focused on synthetic funded and unfunded securitisations as well as non-payment credit insurance.

IACPM Response Letter – Implementation of Basel Standards