TriOptima: SA-CCR: What you need to know

The Basel Committee’s new standardised approach for measuring counterparty credit risk (SA-CCR) will have substantial implications on the emerging regulatory capital framework.

Though SA-CCR officially took effect 01 January 2017, implementation has been delayed in most jurisdictions. However, national regulators are increasingly introducing the new rules through quantitative impact studies, and eventually many banks will be required to report SA-CCR on a daily basis.

Because of these

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