White Paper

Basel III Standardized Approach to Counterparty Credit Risk (SA-CCR): Adoption and Implementation Status

Company: Moody's Analytics

Moody's Analytics case study

Category: Basel III

Published: 25 November 2016

Format:

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Overview

More than two years after its publication by the Basel Committee, and a few months before its scheduled adoption, the new standardized approach for measuring counterparty credit risk is still in the process of being implemented. 

This white paper provides a brief introduction to this method, its expected benefits, and its actual impacts. It also details the potential difficulties associated with its implementation and the current status of its adoption in member countries.

Categories related to Basel III