Basel II enhancements released
The Basel Committee on Banking Supervision on Monday released its long-awaited enhancements for the Basel II supervisory framework.
The committee also announced higher capital requirements to capture the credit risk of complex trading activities as part of its trading-book rules, which take effect at the end of 2010. The rules also include a stressed value-at-risk requirement, aimed at dampening the cyclicality of the minimum regulatory capital framework.
The committee has strengthened the
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