Banks hope for CCP capital concessions at Basel meeting

Banks and CCPs are pressing for changes to method of calculating default fund capital


Long-awaited rules on bank capital requirements for clearing house exposures are expected this month, with the industry hoping for a softening of the current exposure method (CEM) that appeared in two sets of earlier proposals from the Basel Committee on Banking Supervision. Dealers claim that approach – used to work out how much capital banks should hold against their contributions to clearing house default funds – would make it unattractive to provide client clearing services, in which firms

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