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) derivatives. The central clearing of standardised OTC derivatives is a pillar of the G20 Leaders' commitments to reform OTC … derivatives markets in response to the financial crisis. A number of post-crisis reforms are, directly or indirectly, relevant to …://www.fsb.org/2018/11/evaluation-of-incentives-to-centrally-clear-otc-derivatives-overview-of-responses-to-the-consultation ; The report …
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In March 2007 the Financial Stability Forum (FSF) asked that the Joint Forum consider the extent to which its March 2005 report Credit Risk Transfer (CRT) required updating as a result of the continued growth and rapid innovation in the CRT markets. The market turmoil since the summer of 2007...
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The Basel Committee proposes to supplement the current value-at-risk (VaR) regulatory capital framework for trading exposures with an incremental risk capital charge (IRC). Since the financial market crisis that began in mid-2007, a number of major banking organisations have experienced large...
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