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Bank for International Settlements: Committee on Banking Regulations and Supervisory Practices Paper on the Management of Banks' Off-Balance-Sheet Exposures*

Published online by Cambridge University Press:  27 February 2017

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Type
Other Documents
Information
International Legal Materials , Volume 25 , Issue 4 , August 1986 , pp. 978 - 1003
Copyright
Copyright © American Society of International Law 1986

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Footnotes

*

[The Introductory Note to the Basle Committee Paper on Off-Balance-Sheet Exposures was prepared for International Legal Materials by Cynthia C. Lichtenstein, Professor, Boston College Law School and Consultant, Milbank, Tweed, Hadley & McCloy.Thanks are due to Andrew Spindler of the New York Federal Reserve Bank for making the Paper available.]

References

* In simple terms a risk point represents the amount of gain or loss that would result from a given movement in interest rates. In some cases this is a fixed movement, e.g. 1 per cent.,in others a changing estimate of likely movements is used which is regularly adjusted in the light of recent expirical data. The bank will have an overall risk point limit which will often be sub-allocated to different profit centres.

* However, some warranties and indemnities have the character of guarantees and should be treated as credit substitutes (full risk).