Diversification and Portfolio RiskDiversification is a cardinal rule when investing in securities, to reduce risk. Investors are advis...
Basel III Counterparty Credit Risk - Frequently Asked Questions
The Basel Committee on Banking Supervision has received a number of interpretation questions related to the December 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at the point of non-viability.
The following document sets out the frequently asked questions (FAQs) that relate to counterparty credit risk, including the default counterparty credit risk charge, the credit valuation adjustment (CVA) capital charge and asset value correlations.
These FAQs aim to promote consistent global implementation of Basel III.
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