Basel panel's proposal on DVA deduction draws concern from banks

03/1/2012 | Risk.net (subscription required)

The Basel Committee on Banking Supervision's proposal to deduct debit-value adjustment from common equity has drawn a flurry of comment letters from the banking industry. An ISDA comment letter urges the committee to delay rules on capital treatment for debit-value adjustment and credit-value adjustment until the industry examines the matter further. ISDA also suggested alternatives to the Basel Committee's approach.

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