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Search results with tag "Counterparty credit"
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 …
Basel Committee on Banking Supervision reforms - Basel III
www.bis.orgCounterparty credit risk More stringent requirements for measuring counterparties for derivatives; a new standardised approach; and higher capital for inter-financial sector exposures. Securitisations Reducing reliance on external ratings, simplifying and limiting the number of approaches for calculating capital charges and increasing