Download This PaperSecuritizations in Basel II
Risk Control Research Paper No. 6/2
25 Pages Posted: 29 Nov 2011
Date Written: November 17, 2011
Abstract
This article describes the Basel II capital rules for securitization exposures, explaining the considerations that influenced regulators' decisions, the approaches for calculating capital and how banks will apply them, the financial engineering that underlies the different approaches and the likely impact of the new system.
Keywords: Basel II, capital rules, securitization exposures
JEL Classification: G18
Suggested Citation: Suggested Citation
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