Capital increase

Exposures to counterparty credit risk have been scrutinised by the Basel Committee on Banking Supervision, which published proposals designed to increase capital requirements in the middle of December. The measures will be completed and implemented by the end of 2012. Joel Clark investigates the implications for capital and liquidity

Measures to increase capital requirements for counterparty credit risk exposures will come into force at the start of 2013, along with other changes to the Basel II framework.

The proposed measures were unveiled on December 17, when the Basel Committee on Banking Supervision published its proposals for reforms to Basel II. While much of the content of the two consultative documents on capital and liquidity had been expected, the counterparty risk measures had barely been mentioned beyond the

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