BIS: Basel III counterparty credit risk – FAQs
21 Nov 2012
International
1 min read
This is an update of the FAQs published in July 2012. They cover the third set of FAQs relating to counterparty credit risk, including the default counterparty credit risk charge, the credit valuation adjustment (capital charge and asset value correlations. FAQs that have been added since the publication of last version are shaded yellow.
