Search results with tag "Standardised approach"
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
Basel III: Finalising post-crisis reforms
www.bis.orgUnder the standardised approach, exposures should be risk -weighted net of specific provisions (including partial write-offs). 2. The second risk-weighted capital treatment for measuring credit risk, the internal ratings-based (IRB) approach, allows banks to use their internal rating systems for credit risk, subject to the explicit