On June 28th, the Basel Committee published two proposals concerning the treatment of derivatives-related transactions under the capital adequacy framework. "The non-internal model method for capitalizing counterparty credit risk exposures" would improve the methodology for assessing the counterparty credit risk associated with derivative transactions. If finalized, the proposal would replace the capital framework's existing methods - the Current Exposure Method and the Standardized Method. It improves on the risk sensitivity of the CEM by differentiating between margined and un-margined trades. The proposed non-internal model method updates supervisory factors to reflect the level of volatilities observed over the recent stress period and provides a more meaningful recognition of netting benefits. At the same time, the proposed method is suitable for a wide variety of derivatives transactions, reduces the scope for discretion by banks and avoids undue complexity. "Capital treatment of bank exposures to central counterparties" sets out proposals for calculating regulatory capital for a bank's exposures to central counterparties. It is designed to replace an interim treatment for bank exposures to CCPs issued by the Basel Committee in July 2012. Comments on either proposal should be submitted on or before September 27, 2013. BIS Press Release.