Transcription of Basel Committee on Banking Supervision
{{id}} {{{paragraph}}}
Example: air traffic controller
Basel Committee on Banking Supervision
Basel Committee on Banking Supervision The standardised approach for measuring counterparty credit risk exposures March 2014 (rev. April 2014) This publication is available on the BIS website ( ). Bank for International Settlements 2014. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9131-222-1 (print) ISBN 978-92-9131-223-8 (online) The standardised approach for measuring counterparty credit risk exposures iii Contents I. Introduction .. 1 A. Background .. 1 B. Introducing the SA-CCR.
A volatility transaction is one in which the reference asset depends on the volatility (historical or implied) of a risk factor. Common examples of volatility transactions include variance and volatility swaps and options on volatility indices. Volatility transactions form hedging sets according to the rules of their respective asset classes.
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: