Capital | November 20, 2017 ISDA/AFME Briefing Note on SA-CCR The Standardised Approach for Counterparty Credit Risk (SA-CCR), a methodology to calculate the capital required... Read more ISDA/AFME Briefing Note on SA-CCR Tags: Counterparty Credit Risk, SA-CCR Documents (1) for ISDA/AFME Briefing Note on SA-CCR SA-CCR Shortcomings and Untested Impacts(pdf) will open in a new tab or window