Banks forlorn over new Basel counterparty risk charge

Standardised risk charge delivers few benefits, and plenty of trouble

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October 29, 2015 update: Clarifies differences in approach to collateral and margin under SA-CCR

With a vast array of new capital rules under consultation at the moment, the Basel Committee on Banking Supervision ought to be relieved at having at least one set of requirements done and dusted. The committee published its final standardised approach for measuring counterparty credit exposures in March 2014, with a revised version appearing a month later. Implementation is set for January 2017, but

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