CCP costs keep creeping up

saimafarooqi

As reported by FX Week's sister title Risk, Mark White, assistant superintendent of regulation at the Office of the Superintendent of Financial Institutions, Canada, and chair of the Basel Committee's risk management and modelling group, said a new capital charge on bank exposures to CCP default funds could be introduced in December.

Speaking at the Risk USA conference in New York on November 2, White said the capital charge will probably be based on a risk-sensitive waterfall-based calculation,

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