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Fitch publishes a report on Basel III proposals for securitisation – “Capital Requirement Proposals Diverge from Structured Finance Performance”

Home > Fitch publishes a report on Basel III proposals for securitisation – “Capital Requirement Proposals Diverge from Structured Finance Performance”
  • 02/04/2013

Fitch Ratings has published a report on the Basel III proposals for securitisation.

The full report can be found here.

A particularly striking chart, displayed below, shows the proposed Basel III capital charges against realised and expected losses:

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