BIS: Capitalisation of bank exposures to central counterparties - consultative paper issued by the Basel Committee

02 November 2011

The Basel Committee issued their second consultative paper on the capitalisation of bank exposures to central counterparties.

The Committee's proposals relate to the capitalisation of bank exposures to a central counterparty (CCP) and cover both capital requirements for default fund exposures and trade-related exposures to CCPs. The Committee will finalise the rules around year end and expects that these will be implemented in its member jurisdictions by January 2013.

The Basel Committee welcomes comments on the proposed rules text. Comments should be submitted by Friday, 25 November 2011 by email to: baselcommittee@bis.org.

Press release

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