Capital Requirements for Bank Exposures to Central Counterparties

This document presents the Basel Committee’s revised policy framework for the capital treatment of bank exposures to central counterparties (CCPs). Revisions to the framework were made to reflect decisions reached by the Committee after evaluating the results of the joint quantitative impact study (JQIS) and the feedback received from respondents to a related consultative document published in June 2013. The Committee wishes to thank institutions that participated in the JQIS as well as respondents to the consultative document.
(Texto en inglés)