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The Basel Committee's consultative paper The non-internal model method for capitalising counterparty credit risk … exposures outlines a proposal to improve the methodology for assessing the counterparty credit risk associated with derivative …
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The Basel Committee on Banking Supervision, in cooperation with the Committee on Payment and Settlement Systems (CPSS) and the International Organization of Securities Commissions (IOSCO), is seeking views on potential changes to the capital treatment of banks' exposure to central counterparties...
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The events of the last few years, particularly those in the global financial crisis that began in 2007, indicate that mortgage insurance (MI) is subject to significant stress in the worst tail events. This report examines the interaction of mortgage insurers with mortgage originators and...
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