The Basel Committee on Banking Supervision has published updated versions of its frequently asked questions on two aspects of the Basel III prudential framework.

The Basel Committee has updated the FAQ it published in August 2015 on the standardized approach for measuring counterparty credit risk exposures, providing answers to additional questions concerning collateral taken outside of netting sets, the treatment of Eurodollar futures, supervisory delta adjustments for negative interest rates, credit derivatives and effective notional calculations. The Basel Committee has also updated the FAQ it published in January 2017 on market risk capital requirements, with the addition of answers to three new questions on the standardized approach, the internal models approach and the trading book boundary and scope of application.

View the updated FAQ on the standardized approach for counterparty credit risk.

View the updated FAQ on market risk capital requirements.