The Basel Committee on Banking Supervision has today issued for public consultation a proposal for incorporating the FSB’s policy framework for haircut floors for non-centrally cleared SFTs into the Basel III framework.
More information via press release: http://www.bis.org/press/p151105.htm
Julia Schieffer is the Founder & Editor of DerivSource.com, a leading online information source for OTC derivatives and post-trade professionals. A seasoned journalist, Julia specialises in OTC derivatives pre- and post-trade operations, technology (fintech/regtech), risk management and regulation....
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