Basel spotlights home-host and EL issues
Basel, Switzerland – The Basel Committee on Banking Supervision released two documents in late November, to provide the financial services industry with some additional clarity on both the home-host issue and the treatment of expected losses under the advanced measurement approach framework.
The release of the pair of documents comes after calls from prominent industry officials as well as the Institute of International Finance (IIF) for more information on the two subjects. Several industry executives noted privately, however, that neither document was very detailed, and that they did not offer up anything beyond what regulators had told them in one-to-one meetings.
In the page-and-a-half newsletter, The treatment of expected losses by banks using the AMA under the Basel II
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