Basel Committee revises proposals for capital charge on counterparty risk

The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly

Mark White

Bank stocks soared at the end of July on news that the Basel Committee on Banking Supervision would modify aspects of its reforms to bank capital rules, dubbed Basel III. The changes, including longer transition periods and tweaks to certain calibrations, were broadly seen as positive for the financial industry, which had protested the original December 2009 proposals were far too severe.

The revisions tackle many of the key areas of concern raised during a comment period earlier this year

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