RegAlertRule · SAMA · 21 Dec 2010
Basel Committee Papers on Back Testing Counterparty Credit Risk Models and Capitalization of Bank Exposures to Central Counterparties
The Saudi Arabian Monetary Authority (SAMA) requires banks active in trading activities involving central counterparties to review two Basel Committee papers on back testing counterparty credit risk models and capitalization of bank exposures. These institutions must submit their feedback to SAMA by 20 January 2011, with responses mandatory even when no comments are provided. The referenced papers are publicly accessible via the Bank for International Settlements website.
SAMA seeks banks that are active in trading activities involving CCP's to review this paper and provide SAMA with any comments they may have by 20 January 2011. You should send a response to SAMA even if you have· no comments. These Papers are available on Bank for International Settlements (BIS) website address: (http://www.bis.org). CZ-� \ Dr. Abdulrahman Al Kalaf Deputy Governor for Technical Affairs 2
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