BCBS D333
Definition
BCBS D333 is a document published by the Basel Committee on Banking Supervision on August 2015 in the Credit Risk category.
Title
Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently asked questions.
Abstract
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- Publication Status: Superseded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
Disclaimers
For definitive information on regulatory matters always consult primary sources, especially where it concerns legally binding rules and regulations.
The above regulatory document abstract is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all internet users. There is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original authors (Links to the original texts are duly provided).
