Sets the supervisory approach to counterparty credit risk and the key elements of its management: the nature of CCR (pre-settlement against settlement risk), the capital, disclosure and large exposure links, corporate governance (a firm-wide approach, oversight, expertise, reporting), policies and procedures, credit assessment and review, measurement (exposure, wrong-way risk, netting and collateral), limits, monitoring and control, stress-testing, MIS, and the management of collateral and margining. Classification: a non-statutory guideline issued as a guidance note; version V.2, 03.07.18; applies to all AIs.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.