Response to consultation on draft ITS amending Regulation (EU) 2021/453 with regard to the specific reporting requirements for market risk

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a) Did you identify any issues regarding the implementation and use of the offsetting group-concept of Article 325b CRR in the context of these ITS?

Please refer to document attached for an overview of our comments and answers to specific questions.

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AFME_ISDA_response_ITS on FRTB reporting - Final 21 June 2023.pdf (310.64 KB)

Name of the organization

AFME / ISDA