Status: Closed
January 2013
Basel III capital: Counterparty credit risk and other measures
November 2012 - January 2013
Response paper
Draft prudential standards
Draft prudential practice guides
Draft Reporting standards
Draft reporting forms
- ARF 112.1A Standardised credit risk – On-balance sheet exposures
- ARF 112.2A Standardised credit risk – Off-balance sheet exposures
- ARF 113.4 IRB – Other assets, claims and exposures
- ARF 116.0 Market Risk (Level 1)
- ARF 116.0 Market Risk (Level 2)
- ARF 117.0 Repricing analysis (Level 1)
- ARF 117.0 Repricing analysis (Level 2)
- ARF 120.0 Standardised – Securitisation (Level 1)
- ARF 120.0 Standardised – Securitisation (Level 2)
- ARF 120.1 IRB – Securitisation (Level 1)
- ARF 120.1 IRB – Securitisation (Level 2)
Reporting forms-instruction guides
- ARS 112.1 Standardised Credit Risk – On-balance Sheet Assets
- ARS 112.2 Standardised Credit Risk – Off-balance Sheet Exposures
- ARS 113.4 Internal Ratings-based (IRB) Approach to Credit Risk – Other Assets, Claims and Exposures
- ARS 116.0 Market Risk
- ARS 117.0 Repricing Analysis
- ARS 120.0 Standardised Approach – Securitisation
- ARS 120.1 Internal Ratings-based (IRB) Approach – Securitisation
Submissions
Note on submissions
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