The guidelines for banks' counterparty credit risk (CCR) management include key practices critical to resolving long-standing industry weaknesses in CCR management.
Credit Risk
11 December 2024
2 June 2015
The report provides insight into the current supervisory framework around credit risk, the state of credit risk management at firms and implications for the supervisory and regulatory treatments of credit risk.
This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.
1 September 2000
This paper provides guidance on credit risk in all types of banking activities, including lending, trading, investments, liquidity/funding management and asset management (September 2000).