Briefing Note: The Impact of SA-CCR

A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact of the Basel Committee’s standardised approach for measuring counterparty credit risk exposures. This briefing note outlines the key findings.

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Documents (1) for Briefing Note: The Impact of SA-CCR

Addressing Termination Troubles

When Enron announced a shock $618 million loss on October 16, 2001, it took a further 47 days until it filed for bankruptcy. For Bear Stearns, it took 266 days between its bailout of a structured credit fund run by...