Comments received on "The non-internal model method for capitalising counterparty credit risk exposures - consultative document"

On 28 June 2013, the Basel Committee released its consultative document "The non-internal model method for capitalising counterparty credit risk exposures". Interested parties were invited to provide written comments by 27 September 2013. These comments, in PDF format, are available below.

The Committee wishes to thank those who have taken the time and effort to express their views.

American Bankers Association   176 kb  
Australian Securities Exchange   1844 kb  
Barclays   2088 kb  
BNP Paribas   869 kb  
Canadian Bankers Association   173 kb  
CCP12   379 kb  
Clearing Corporation of India Ltd   368 kb  
CME Group   2542 kb  
DBS Bank   139 kb  
Deutsche Bank   275 kb  
Dutch Banking Association   70 kb  
EACH   72 kb  
European Commodity Clearing AG   28 kb  
French Banking Federation   1348 kb  
German Banking Industry Committee   80 kb  
Hong Kong Association of Banks   391 kb  
ING Bank   22 kb  
Italian Banking Association   54 kb  
Japanese Bankers Association   108 kb  
Joint Associations   1085 kb  
JPMC   1196 kb  
LCH.Clearnet Group   259 kb  
MetLife   94 kb  
NASDAQ OMX   168 kb  
RBS   94 kb  
Saudi Banks   60 kb  
Standard Bank   23 kb  
Standard Chartered   2296 kb  
SunGard   219 kb  
UBS   125 kb