Counterparty Credit Risk – International Swaps and Derivatives Association

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Tag: Counterparty Credit Risk

Risk & Capital | August 30, 2024

ISDA and IIF Respond to BCBS Consultation on CCR Management

On August 28, ISDA and the Institute of International Finance (IIF) submitted a joint response... Read more

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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

Documents (1) for ISDA/AFME Briefing Note on SA-CCR

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