BIS: Basel III counterparty credit risk and exposures to central counterparties FAQs

BIS has published a revised set of FAQs relating to Basel III counterparty credit risk requirements, including the default counterparty credit risk charge, the credit valuation adjustment capital charge and asset value correlations. It also includes FAQs relating to the interim framework for bank exposures to CCPs. FAQs that have been added since last version of the document are shaded yellow.