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

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here