FAQs on the Revised Pillar 3 Disclosure Requirements

The Basel Committee on Banking Supervision has received a number of interpretation questions related to some terms of previous documentation related to the Revised Pillar 3 Disclosure Requirements. To help ensure consistent global implementation of its standards, the Committee has agreed to periodically review frequently asked questions and publish their answers, along with any technical elaboration of the standards and interpretative guidance that may be necessary. The questions and answers for the Revised Pillar 3 Disclosure Requirements are grouped into this document in the following fields: 1. Overview of risk management and RWA; 2. Linkages between financial statements and regulatory exposures; 3. Credit risk; 4. Counterparty credit risk; 5. Securitizations, and 6. Market Risk.