Basel Committee: Supervisory framework for measuring and controlling large exposures – final standard
Why gross up exposures for fully collateralized transactions? The ICMA and ISLA respond to new Leverage Ratio proposals.
Basel Committee consultation on the Leverage Ratio specifies treatment of collateral and securities finance transactions
Review of the Basel Committee's "Supervisory framework for measuring and controlling large exposures"
Another shoe drops: Basel Committee and IOSCO issue consultation paper on margin for non-cleared derivatives