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Repo-style transactions and capital adequacy requirements Collateral, capital adequacy requirements, and supervisory policies

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  • R.T.A. de Haas
  • T. Keijser

Abstract

When focusing on banks' repo businesses, it appears that the regulatory approach has gradually developed around two main themes: the role of collateral in repo-style transactions and the supervisory attention given to different risk categories. The regulatory treatment of collateral has recently entered a new phase, in the form of the revision of the Basel Accord. A wider range of collateral will be allowed by the new Accord and banks will be able to choose between a comprehensive and a simple approach for the treatment of collateral. The revision of the Basel Accord is expected to improve further the regulatory treatment of collateral and the risks associated with repo-style transactions.

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File URL: http://www.dnb.nl/en/binaries/ot037_tcm47-146050.pdf
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Bibliographic Info

Paper provided by Netherlands Central Bank, Directorate Supervision in its series Research Series Supervision (discontinued) with number 37.

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Date of creation: May 2001
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Handle: RePEc:dnb:ressup:37

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Web page: http://www.dnb.nl/en/
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Cited by:
  1. J.W.B. Bos, 2003. "Improving Market Power Tests: Does it matter for the Dutch Banking Market?," Research Series Supervision (discontinued) 56, Netherlands Central Bank, Directorate Supervision.

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