Basel reforms include surprise requirements for counterparty risk

basel-hq

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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