The BCBS has received a number of interpretation questions related to the SA-CCR, as published in March 2014 (and revised in April 2014).
The SA-CCR will replace both current non-internal model approaches, the Current Exposure Method (CEM) and the Standardised Method (SM).
To help ensure consistent global implementation of its standards, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the standards and interpretative guidance that may be necessary.
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