The Committee's proposals relate to the capitalisation of bank exposures to a central counterparty (CCP) and cover both capital requirements for default fund exposures and trade-related exposures to CCPs. The Committee will finalise the rules around year end and expects that these will be implemented in its member jurisdictions by January 2013.
The Basel Committee welcomes comments on the proposed rules text. Comments should be submitted by Friday, 25 November 2011 by email to: baselcommittee@bis.org.
Press release
© BIS - Bank for International Settlements
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