White Paper

The 10 greatest challenges and pitfalls when designing and implementing SA-CCR

Company: Misys

Misys case study

Category: Compliance

Published: 05 April 2016

Format:

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Overview

With the Basel Committee on Banking Supervision publishing “The standardised approach for measuring counterparty credit risk exposures” (SA-CCR). This is anticipated to replace both the Current Exposure Method (CEM) and the less common standard method (SM) by the end of 2018.

Financial institutions that will be using this new standardised approach from 2018 await a significant effort to determine the exposure to counterparty credit risk in the context of OTC, exchange-traded, centrally cleared derivatives and long settlement transactions.

This white paper explores the greatest challenges financial institutions will face when implementing SA-CCR.

Categories related to Compliance