Market Officials Pleased With New Amendment To Basle Capital Accord On Bilateral Netting


Bank executives and industry group officials say they are delighted that the Basle Committee on Banking Supervision has acted quickly to amend its 1988 capital accord to recognise close-out netting and provided a formula for calculating netted capital requirements under both methods. The Committee, which first proposed the amendment in April 1993 along with new capital requirements for market risk, issued the final amendment on July 15 together with two additional proposals for which it is

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Week account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: