Second Working Paper on the Treatment of Asset Securitisations

Second Working Paper on the Treatment of Asset Securitisations

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 13 October 2002 | Status: ClosedPDF full text (242kb) | 45 pagesTopics: Credit riskThe current Basel Accord contains very little guidance on the treatment of securitisation transactions.

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