Basel III International Banking Framework
Basel III Pillar 1: Credit, Market and Operational Risk (RWA)

Basel III International Banking Framework BASEL3-CRE-3: Counterparty Credit Risk (SA-CCR)

Measure exposure at default for derivatives and counterparty credit risk using the standardised approach for counterparty credit risk (SA-CCR), capturing replacement cost and potential future exposure.

Maintained by Gerard BlokdykVerified against the published standard Control text last updated

Other controls in Basel III Pillar 1: Credit, Market and Operational Risk (RWA)

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The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.

MCP endpointAll Basel III International Banking Framework controls