BN Business News
Add your company to Business Communicator →

Bankowość centralna · 7.12.1994

Capital; Capital Adequacy Guidelines

The Board of Governors of the Federal Reserve System (Board) is amending its risk-based capital guidelines to recognize the risk- reducing benefits of qualifying bilateral netting contracts. This final rule implements a recent revision to the Basle Accord permitting the recognition of such netting arrangements. The effect of the final rule is that state member banks and bank holding companies (banking organizations, institutions) may net positive and negative mark-to- market values of interest and exchange rate contracts in determining the current exposure portion of the credit equivalent amount of such contracts to be included in risk-weighted assets.

Source: Federal Register — Federal ReserveOpen original release →