Applicability and calibration of the CRD for commodity firms. CFRC WG meeting 23 November 2005 ISDA. Capital Requirements Directive (CRD). Transposes the new Capital Accord into EU law. Approved on 28 September 2005 Implementation staggered : 1/1/2007 for firms using simple approaches
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CFRC WG meeting
23 November 2005
QUESTION : DO MEMBERS OF THE CFRC WISH TO ARGUE FOR A RECALIBRATION OF THE CRD ?
IF SO, WHAT PERCENTILE SHOULD BE USED ?