Repo-style transactions and capital adequacy requirements Collateral, capital adequacy requirements, and supervisory policies
AbstractWhen 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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Bibliographic InfoPaper provided by Netherlands Central Bank, Directorate Supervision in its series Research Series Supervision (discontinued) with number 37.
Date of creation: May 2001
Date of revision:
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- 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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