BCBS 12 B
Amendment to the Capital Accord of July 1988.
This brief amendment to the Accord redefines the countries which can qualify for the risk weighting applicable to banks' claims on OECD governments and banks. The effect is to disqualify a country from inclusion in this group if it has rescheduled its sovereign external debt within the previous five years.
- Publication Date: July 1994
- Publication Type: Consultative
- Publication Status: Closed
- Publication Category: Market Risk
- Number of Pages: 1
- Keywords: Market Risk, Credit Risk
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