Finextra

Counterparty Credit Risk: Why should Basel Committee revisit SA-CCR?

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...
Finextra

Counterparty Credit Risk Management Guidelines: Strategic Implementation Under Basel III

On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...
Risk.net

Basel’s CVA upgrade: persuasive in the US, less so in Europe

The 2017 reforms removed the old internal models route for CVA and introduced SA ‑ CVA as the most sophisticated standardised option, with BA ‑ CVA as a simpler fallback; both require prescribed ...
American Enterprise Institute

Basel II: One-and-a-Half Cheers for the Standardized Approach

For the last eight years the Basel Committee on Banking Supervision (Basel Committee) has struggled to replace the original Accord on Capital Adequacy (Basel I) with a new Accord (Basel II). At the ...
American Banker

The Impact Of the Credit Crisis On Basel II Compliance

The current credit crisis threatens to undermine the three pillars of Basel II, with serious implications for those charged with compliance. Basel II’s intent is to “ensure capital allocation is more ...
Risk.net

Floored: Basel III rethink upsets IRB dominance

Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count ...