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Amendment to the Capital Accord of July 1988

Type
Publication
Series
Consultative
Date Published
06 July 1994
Status
Closed
Sources
BCBS
Topics
Market risk Credit risk

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.


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