Wolters Kluwer: SA-CCR: The importance of integration
The steady rollout worldwide of the Standardized Approach for Measuring Counterparty Credit Risk (SA-CCR), a revised rule under Basel III applied to calculate the exposure at default (EAD) of derivatives, means banks need to consider how to integrate the standard into their overall regulatory approach. Regardless of whether they’re active in markets where SA-CCR is already adopted or about to be implemented, the complexity of the standard, as well as its potential impacts on other aspects of
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