From Open Risk Manual


BCBS D438 is a document published by the Basel Committee on Banking Supervision on March 2018 in the Credit Risk category.


Frequently asked questions on the Basel III standardised approach for measuring counterparty credit risk exposures, March 2018.


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.

Document Profile

  • Publication Date: March 2018
  • Publication Type: Faqs
  • Publication Status: Consolidated
  • Publication Category: Credit Risk
  • Number of Pages: 11
  • Keywords: Credit Risk, MPOR, SA-CCR

See Also


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