Finadium releases analysis of Basel revisions to credit risk rules

Finadium has released a market practitioner’s reading of the Basel Committee’s recent consultation paper on credit risk. This report is part of the Finadium Executive Briefing series, providing briefings and analysis to the financial markets industry.

The Basel Committee on Banking Supervision has released “Revisions to the Standardised Approach for credit risk, second consultation paper,” a new set of proposals for how banks measure their internal risk. These rules are central to how bank risk management works and have broad impacts for all financial markets. As with any new regulation there are winners and losers already evident from this document, and identifiable reasons for why market participants will elect certain strategies over others going forward.
This report is reading of the Revisions second consultation paper for market practitioners. It aims to interpret the major provisions for buy-side and other market participants lending and borrowing securities, engaged in repo and receiving or providing leverage. Recommended readers for this report include hedge funds, prime brokers, beneficial owners, cash providers in repo, bank dealers, agent lenders, technology firms and consultancies.
Finadium subscribers can log in to access this report.
For non-subscribers, more information on this report and subscription information is available on the Finadium reports home page.

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