SunGard: Corporate Hedgers To Be Hit Hard By New SA-CCR Capital Rules

Basel’s new Standardized Approach for Counterparty Credit Risk (SA-CCR) will have the contentious effect of penalizing corporate hedging, according to analysis by SunGard. This is due to the higher capital requirements that will be imposed on banks’ derivative activities, especially on non-diversified, non-margined, non-cleared transactions such as those undertaken with corporate hedgers. Banks are expected to either pass on the additional cost of capital to their corporate clients, or force

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