Regulatory Alerts2012-02-21
Added · Updated
Basel Guidance on High-cost Credit Protection
The Basel Committee on Banking Supervision issued a statement addressing high-cost credit protection mechanisms within the regulatory framework. The guidance clarifies the treatment of such protections for capital adequacy purposes regarding credit risk. This directive applies to locally incorporated authorized institutions to ensure consistent risk management standards.
CIR
Current
Issue Date:
21 Feb 2012
20120221-3-EN.pdf (160.0 KB)
Topic:
Capital Adequacy - Credit Risk (non-securitization exposures)
Capital Adequacy - Credit Risk (securitization exposures)
Credit Risk Management - Credit risk transfer/Mitigation
Miscellaneous - BCBS
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
21 Feb 2012
Enclosure - The Basel Committee issues a statement on high cost credit protection
Annex
Current
21 Feb 2012
Enclosure - The Basel Committee issues a statement on high cost credit protection
Cross referenced Document
Version History
Superseded Document
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