Technical Amendment - Hedging of counterparty credit risk exposures

This version

BCBS  | 
Consultative
 | 
27 November 2024
 | 
Status:  Closed

To help promote consistent interpretation of the Basel Framework, the Basel Committee on Banking Supervision periodically publishes proposals for technical amendments. The set of interpretative issues addressed in this document relate to the circumstance where a bank has a derivative exposure and uses a guarantee or credit default swap (CDS) to hedge the counterparty credit risk (CCR) arising from the derivative counterparty.