Basel Committee seeks netting-friendly replacement for CEM


One of the banking industry's bugbears could be slain this year, with the Basel Committee on Banking Supervision said to be considering alternatives to the so-called current exposure method (CEM) of measuring derivatives counterparty risk. A consultation paper may arrive as early as June, with a quantitative impact study (QIS) to follow, according to a senior international regulator.

The regulator says the Basel Committee's risk management group (RMG) held formal discussions with the

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