CRMPGCounterparty Risk Management Policy Group
References in periodicals archive ?
However, enhanced disclosure requirements for the extended entities should be part of any new system (see CRMPG III 2008).
CRMPG III Report, supra note 54, at 102 (proposing that
The CRMPG III report called for the creation of a centralized counterparty clearing arrangement for credit derivatives.
In its report, the CRMPG noted the risks arising from discrepancies in events of default and differing notice periods for close-outs in different industry master agreements.