Regulatory Alerts2020-07-23
Added · Updated
The Basel Framework: FAQs on benchmark rate reforms
The Basel Committee on Banking Supervision issued this document to provide guidance on the implementation of benchmark interest rate reforms within the Basel Framework. It addresses critical questions regarding the impact of these reforms on capital adequacy, market risk, and liquidity risk management for authorized institutions. The guidance aims to ensure consistent application of regulatory standards during the transition away from legacy benchmark rates.
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