Joint Quantitative Impact Study

Last update 16 September 2013

The Basel Committee on Banking Supervision (Committee) is analysing the potential impact of its proposed non-internal model method for measuring counterparty credit risk  and its proposed revisions to the capital requirements for bank exposures to central counterparties. In this regard, the Committee will also give due consideration to an assessment being performed by the OTC Derivatives Assessment Team regarding the collective impact of a group of regulatory reforms affecting OTC derivatives that have been developed - or that are under development - by global standard setting bodies. The assessment will evaluate whether these regulatory reforms create appropriate incentives for market participants to centrally clear OTC derivatives. For this purpose, the Committee designed a Joint Quantitative Impact Study, which jointly addresses the three mentioned parts.

The Committee is making publicly available the reporting templates, accompanying instructions and frequently asked questions.