Banks forlorn over new Basel counterparty risk charge

Having run the numbers, dealers are finding a new standardised approach to credit risk from the Basel Committee isn't quite as appealing as first hoped, and is riven by data challenges and ambiguities in the rules


October 29, 2015 update: Clarifies differences in approach to collateral and margin under SA-CCR

With a vast array of new capital rules under consultation at the moment, the Basel Committee on Banking Supervision ought to be relieved at having at least one set of requirements done and dusted. The committee published its final standardised approach for measuring counterparty credit exposures in March 2014, with a revised version appearing a month later. Implementation is set for January 2017, but

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here