Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord

Bank capital ; Risk management ; Basel capital accord

Minutes of the Board of Governors of the Federal Reserve System Regarding a Bank Supervisory Matter-- Request by Citigroup Inc

Additional Board of Governors of the Federal Reserve System staff, who were also present at the time of this meeting, include the following: Mrs. Lowrey, Mrs. Doying, Mr. Hiratsuka, Mr.Skidmore, Mr. Mattingly, Mr. Alavrez, Mr. Ettin, Mr. Kwast, and Mr. Whitesel