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July 12, 2013

U.S. Basel III Final Rule: Standardised Risk Weights Tool | Davis Polk

DP have made a tool in which you can click on various types of exposure and see the underlying capital calculations relating. It includes the rules in the existing Basle 1 approach and the new Basle III approach. Cleared transactions are in their along with OTC derivatives.  It's the best way I've ever found of making sense of capital calculations. U.S. Basel III Final Rule: Standardized Risk Weights Tool.  


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