Basel II and securitising bank holdings of foreign currency government debt
The Basel II Accord on capital standard, which will take effect in 2007 in many countries, requires banks to hold a larger amount of capital than was specified in Basel I against their holdings of certain categories of assets, one of which is foreign currency government debt. The Accord impacts many...
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2007
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| Online Access: | http://hdl.handle.net/10725/3682 http://dx.doi.org/ 10.1057/palgrave.jbr.2350053 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.palgrave-journals.com/jbr/journal/v8/n4/abs/2350053a.html |
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