Capitalization of bank exposures to central counterparties - consultative document

The Basel Committee issued today a consultative paper on the capitalization of bank exposures to central counterparties. The Committee's proposals relate to the capitalization of bank exposures to a central counterparty and, in particular, those related to the capitalization of default fund exposures. The consultative paper seeks comments from banks, central counterparties and other stakeholders on the proposed Basel III reforms reflected in the proposed regulatory capital adequacy rules text by February 4, 2011.

Date December 22, 2010