BCBS D384

Definition

BCBS D384 is a document published by the Basel Committee on Banking Supervision on September 2016 in the Credit Risk category.

Title

Frequently asked questions on the supervisory framework for measuring and controlling large exposures.

Abstract

Note

This standard has been integrated into the consolidated

  Basel Framework.

The Basel Committee today issued frequently asked questions on the global supervisory framework for measuring and controlling large exposures. When the Committee published the revised Supervisory framework for measuring and controlling large exposures in April 2014, it noted that by 2016 it would review the appropriateness of setting a large exposure limit for exposures to qualifying central counterparties (QCCPs) related to clearing activities and the need for a specific treatment for interbank exposures. After completing the observation period, the Committee has decided not to modify the framework. As a result, the framework, which will take effect from 1 January 2019, will:

• exempt from the large exposure limit exposures to QCCPs related to central clearing; and
• apply the large exposure limit to interbank exposures (ie no exemption will apply).

The publication also includes clarifications on some paragraphs of the standard, pursuant to the Committee's objective of promoting consistent global implementation of the requirements.

Document Profile

• Publication Date: September 2016
• Publication Type: Faqs
• Publication Status: Consolidated
• Publication Category: Credit Risk
• Number of Pages: 5
• Keywords: Credit Risk, Interbank Exposures, Large Exposures

See Also

• BIS Website: Web Page
• PDF File: Download

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