Transcription of e standardised approach for measuring …
{{id}} {{{paragraph}}}
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 .. 1 C. Scope of application .. 2 D. Transitional arrangements.
The standardised approach for measuring counterparty credit risk exposures 1 I. Introduction A. Background This document presents the Basel Committee’s formulation for its Standardised Approach (SA-CCR) for
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
{{id}} {{{paragraph}}}
Technical specifications AnaCredit, Counterparty, Credit, Committee on Banking Supervision, Committee on Banking Supervision . Consultative document, BASICS OF CREDIT VALUE ADJUSTMENTS AND, Basics of Credit Value Adjustments and Implications, 639 - Exposures to Single, Credit valuation adjustments for derivative, Credit valuation adjustments for derivative contracts, Credit risk management