BCBS D438
Definition
BCBS D438 is a document published by the Basel Committee on Banking Supervision on March 2018 in the Credit Risk category.
Title
Frequently asked questions on the Basel III standardised approach for measuring counterparty credit risk exposures, March 2018.
Abstract
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
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).
