Basel II asset securitisation paper issued

The paper sets out new proposals for determining how much protective capital major banks need to set aside as a cushion to absorb unexpected losses from the credit risks involved with asset securitisations. Asset securitisations occur when banks put their existing loans and credits into a pool and then issue fresh securities against the pool.

The treatment of the technically very thorny asset securitisation problem was the last major outstanding issue with the Basel II accord that regulators

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