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Basel counterparty risk charge to be reworked

Author: Mark Pengelly

Source: Risk magazine | 29 Jul 2010

Categories: Counterparty Credit Risk

Topics: Basel II, Basel III, Central counterparty (CCP), Counterparty credit risk, Basel Committee on Banking Supervision (BCBS), Office of the Superintendent of Financial Institutions (OSFI), Mark White

Mark White, Osfi

The Basel Committee on Banking Supervision is to overhaul its proposed charge for counterparty risk, after central bank governors and heads of supervision...

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Basel counterparty risk charge to be reworked

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