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FIA comments on the implementation of Basel standards

30 April 2021

On 30 April 2021, FIA submitted a response to the UK Prudential Regulation Authority (PRA) consultation on the implementation of Basel standards (CP5/21). The response focuses on Net Stable Funding Ratio (NSFR) and Liquidity Coverage Ratio (LCR) in the context of derivatives client clearing. Specifically, we argue that the PRA should exclude derivatives client clearing from required stable funding and NSFR in its entirety, as well as from the LCR calculation.

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