From Open Risk Manual


BCBS D333 is a document published by the Basel Committee on Banking Supervision on August 2015 in the Credit Risk category.


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


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.

Document Profile

  • Publication Date: August 2015
  • Publication Type: Faqs
  • Publication Status: Superseded
  • Publication Category: Credit Risk
  • Number of Pages: 8
  • Keywords: Credit Risk, SA-CCR Faqs

See Also


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