United States: Basel Committee Publishes Final Standardised Approach For Measuring Counterparty Credit Risk Exposures

On 31 March 2014, the Basel Committee on Banking Supervision published a final standard on the treatment of derivatives-related transactions in its capital adequacy framework which will be used for measuring exposure at default for counterparty credit risk. The new standard will replace, from 1 January 2017, the Current Exposure Method and the Standardised Method.

The press release and final Standardised Approach are available at: http://www.bis.org/press/p140331.htm

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