Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently asked questions

This version

BCBS  | 
19 August 2015
Status:  Superseded
Topics: Credit risk

The Basel Committee on Banking Supervision has received a number of interpretation questions related to the Standardised Approach for measuring counterparty credit risk (SA-CCR), as published in March 2014 (and revised in April 2014). The SA-CCR will replace both current non-internal model approaches, the Current Exposure Method (CEM) and the Standardised Method (SM). To help ensure consistent global implementation of its standards, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the standards and interpretative guidance that may be necessary. This document presents a set of frequently asked questions that relate to the SA-CCR.