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Framework for Supervisory Information About Derivatives and Trading Activities
Annexes (1 - 6)
- Annex 1: Framework for Supervisory Information on Derivatives and Trading Activities
- Annex 2: Derivatives data elements and their uses
- Annex 3: Common minimum information framework
- Annex 4: Examples of market risk information under an internal models approach
- Annex 5: Examples of market risk information under a standardised approach
- Annex 6: Definitions for elements of the common minimum information framework
Annexes 1 through 6 can be viewed directly from the original IOSCO/BIS document at www.iosco.org or www.bis.org.
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Framework for Supervisory Information About Derivatives and Trading Activities
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