The counterparty credit risk section includes all exposures in the banking book and trading book that are subject to a counterparty credit risk charge, including the CVA capital charges and charges applied to exposures to central counterparties (CCPs) [The relevant sections of the Basel framework is in Annex 4 of the Basel framework, as amended and supplemented by: - BCBS, December 2010 (rev June 2011), Basel III: A global regulatory framework for more resilient banks and banking systems (Basel III), accessible at http://www.bis.org/publ/bcbs189.htm); - BCBS, July 2012, Capital requirements for bank exposures to central counterparties (interim rules), accessible at http://www.bis.org/publ/bcbs227.htm (until 31 December 2016). - BCBS, March 2014, The standardised approach for measuring counterparty credit risk exposures (accessible at http://www.bis.org/publ/bcbs279.htm); and - BCBS, April 2014, Capital requirements for bank exposures to central counterparties - final standard.]

Table CCRA: Qualitative disclosure related to counterparty credit risk