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Frequently asked questions on the Basel III standardised approach for measuring counterparty credit risk exposures

Type
Publication
Series
FAQs
Date Published
22 March 2018
Status
Consolidated
Sources
BCBS
Topics
Credit risk

Note: This standard has been integrated into the consolidated Basel Framework.

In March 2014, the Basel Committee on Banking Supervision published the standard The standardised approach for measuring counterparty credit risk exposures. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions (FAQs) and publish answers along with any technical elaboration of the standards text and interpretative guidance that may be necessary.

The document published today sets out the second set of FAQs on the standard, combined with those published in an earlier set of FAQs.


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