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