SBAI Responds to IOSCO Report on Leverage

SBAI comments on IOSCO Report CR08/2018: Leverage focusing on data collection, rear-view mirror approaches, leverage not being a stand-alone risk measure, and counterparty risk.

IOSCO’s Report “CR08/2018: Leverage” outlines a proposed framework that could facilitate regulators calculating and analysing leverage in funds over time.

IOSCO Report on Leverage (November 2018)