BBk publishes AnaCredit circular on counterparty data

11/14/18 The Deutsche Bundesbank (BBk) published Circular Nr. 87/2018 clarifying the counterparty risk data and counterparty default data to be reported for its analytical credit datasets (AnaCredit), depending on whether the credit institution calculates counterparty risk requirements exclusively in accordance with the standardised approach for credit risk (SA-CR) or has permission to use the internal-ratings-based approach (IRBA).

BBk RS Nr. 87/2018 AnaCredit: Daten des Vertragspartnerrisikos des Vertragspartnerausfalls

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