Risk USA: Basel Committee considers capital charges on bank exposures to CCP default funds

Nick Sawyer
03 Nov 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The Basel Committee on Banking Supervision is likely to introduce a capital charge on bank exposures to central counterparty (CCP) default funds in December, as it looks to put the finishing touches to Basel III.

The capital charge will probably be based on a risk-sensitive waterfall-based calculation, which will consider the amount of initial margin posted with the clearing house and its own financial resources, and then determine the extent to which clearing members could be exposed through

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]