feed

Article: SA-CCR for US Banks

07 November 2018 | ClarusFT Feed
 

Bill: This is a good post on how the multiple exposure calculation methods may change for US firms. 


The US is introducing SA-CCR to calculate derivatives exposures in 2020. We look at the consultation. We compare add-ons under SA-CCR and the old CEM methodologies. Clarus offer FREE TRIALS of SA-CCR for Excel. SA-CCR Consultation The Federal Reserve, OCC and FDIC have launched a joint consultation on SA-CCR, the Standardised Approach to Counterparty Credit […]

RSS Categories: