Repo

Capital concerns

Basel’s proposals for banks involved in the repo markets have caused widespread dismay. As a result, trade organisations around the world are petitioning the committee for a wholesale rethink.

Why Basel must brush-up on credit

Paul Kupiec of the International Monetary Fund argues that unresolved calibration problems remain with the new Basel Accord’s credit risk capital requirements – problems that may lead banks to make damaging risk decisions.

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