2017-09-17

Basel III - Standardized Approach for Measuring Counterparty Credit Risk Exposure

The Saudi Banking Supervision Department mandates that domestic banks review and incorporate the Basel III framework into their capital adequacy ratio calculations. Financial institutions must align their counterparty risk measurement methodologies with the Basel Committee standards available on the BIS website. This implementation ensures consistent capital buffers and strengthens systemic risk mitigation across Saudi financial markets.

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Saudi Arabia

Saudi Central Bank

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