Search results with tag "Counterparty credit risk"
Regulatory and Supervisory Equivalence – Pre-screening ...
www.eba.europa.euDue to the high-level approach of this pre-screening questionnaire, no references are made at this ... Approaches for measuring Credit Risk under Pillar 1 capital requirements. 27 . ... Market risks and counterparty credit risk (CCR) 42 . Does your jurisdiction have own funds requirements for the following risks (Y/N):
Basel Committee on Banking Supervision
www.bis.orgThe 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 measuring exposure at default (EAD) for counterparty credit risk (CCR). The SA-CCR will replace both
Regulation Guide: An Introduction - Moody's Analytics
www.moodysanalytics.comis the risk associated with bank’s main assets, i.e. that a counterparty fails to repay the full loan. It is present in all banking book assets and off-balance sheet products as well as counterparty credit risk for banking and trading book derivatives and repos. »
Counterparty Credit Risk - Free
radoudoux.free.frThe New Challenge for Global Financial Markets Jon Gregory A John Wiley and Sons, Ltd, Publication Counterparty Credit Risk