Capital requirements for bank exposures to central counterparties: Difference between revisions

no edit summary
(Created page with "The Bank of International Settlements [https://www.bis.org/publ/bcbs282.htm capital requirements for bank exposures to central counterparties] pqaper came into force on 1...")
 
No edit summary
Line 1: Line 1:
The [[Bank of International Settlements]] [https://www.bis.org/publ/bcbs282.htm capital requirements for bank exposures to central counterparties] pqaper came into force on 1 January 2017.
The [[Bank for International Settlements]] [https://www.bis.org/publ/bcbs282.htm capital requirements for bank exposures to central counterparties] pqaper came into force on 1 January 2017.
The final standard differs from the interim requirements by:
The final standard differs from the interim requirements by:
*including a single approach for calculating capital requirements for a bank's exposure that arises from its contributions to the mutualised default fund of a qualifying CCP (QCCP);
*including a single approach for calculating capital requirements for a bank's exposure that arises from its contributions to the mutualised default fund of a qualifying CCP (QCCP);