Global policymakers look set to finalise new, tougher capital rules on asset-backed securities in December, just three months before defining banks' high-quality assets -which may well then be granted better treatment in the future. Next month, the Basel Committee on Banking Supervision is set to post final guidance on how to calculate capital charges for banks holding securitisation, and numerous sources close to the talks said risk weight floors used as a starting point in the formula will remain near the 15% level proposed last year.
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