Regulatory Alerts2012-10-07
Capital Requirements for Bank Exposures to Central Counterparties
The Basel Committee on Banking Supervision (BCBS) has issued a finalized interim framework establishing capital requirements for bank exposures to central counterparties. The document amends the Basel II framework by defining qualifying CCPs and mandating that banks incorporate counterparty risks into their internal risk management systems. Saudi Arabia's SAMA will subsequently integrate these requirements into its national Basel III capital adequacy framework to ensure consistent prudential supervision.
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