ISDA/AFME Briefing Note on SA-CCR

The Standardised Approach for Counterparty Credit Risk (SA-CCR), a methodology to calculate the capital required to address the risk that the counterparty to a derivative contract will not live up to its contractual obligations, is a replacement for two existing ‘simple’ and outdated non-modelled exposure methods – the current exposure method (CEM) and the standardized method (SM).

 While SA-CCR is intended to address some of the long-standing criticisms of the CEM and SM approaches, it still has several shortcomings, including its calibration and lack of recognition of margining and netting, which result in significantly overstated exposures. This could severely impact the availability and pricing of hedging products for end users.

 Moreover, the full impact resulting from the implementation of SA-CCR remains untested. It is therefore imperative that the shortcomings of SA-CCR be remedied, as well as a full impact study on its calibration and its aggregate impact performed before it is implemented through the European Union’s Capital Requirements Regulation.

 

ISDA AGM Studio: Sarah Breeden, Bank of England

Sarah Breeden, deputy governor for financial stability at the Bank of England, speaks to ISDA CEO Scott O’Malia about some of the headwinds facing financial markets in 2025, and how policymakers can address perceived vulnerabilities in non-bank financial intermediation.