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Basel Ii Revisions

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Basel Committee on Banking Supervision

www.bis.org

II. Revisions to Part 2: The First Pillar; Section II: Credit risk – the standardised approach Section D. The standardised approach - credit risk mitigation Paragraph 84 will be amended by adding the following sentence at the end of the paragraph: “This paragraph does not apply to posted collateral that is treated under either the SA-CCR

  Revisions, Basel

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