SA-CCR – International Swaps and Derivatives Association

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Tag: SA-CCR

Capital January 16, 2024

ISDA and SIFMA Response to G-SIB Surcharge Framework Consultation

On January 16, ISDA and the Securities Industry and Financial Markets Association (SIFMA) submitted a... Read more

Documents (1) for ISDA and SIFMA Response to G-SIB Surcharge Framework Consultation

ISDA and SIFMA Response to G-SIB Surcharge Framework Consultation(pdf) will open in a new tab or window

Capital October 13, 2023

Letter to the EBA on SA-CCR

On October 13, 2023, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more

Documents (1) for Letter to the EBA on SA-CCR

Letter to the EBA on SA-CCR(pdf) will open in a new tab or window

Capital April 21, 2022

Letter to BCBS on Revisiting SA-CCR

On April 21, 2022, ISDA, the Institute of International Finance, and the Global Financial Markets... Read more

Documents (1) for Letter to BCBS on Revisiting SA-CCR

Letter to Basel on the Standardized Approach for CCR April 22(pdf) will open in a new tab or window

Capital October 21, 2019

Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

On October 21, ISDA, the Association for Financial Markets in Europe (AFME) and UK Finance... Read more

Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

PRA CP17 19 - ISDA-AFME-UKFinance - Counterparty credit risk - Treatment of model limitations in banks internal models(pdf) will open in a new tab or window

Capital May 6, 2019

SA-CCR: Impact on the US

The Basel Committee on Banking Supervision (BCBS) designed the new standardized approach to counterparty credit... Read more

Documents (1) for SA-CCR: Impact on the US

SA-CCR Impact on the US(pdf) will open in a new tab or window

Press Releases March 18, 2019

ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts

ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the... Read more

Documents (1) for ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts

SA-CCR Comment Letter Press Release(pdf) will open in a new tab or window

Capital March 18, 2019

Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)

ISDA, the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), the... Read more

Documents (2) for Industry Response to Standardized Approach for Counterparty Credit Risk (SA-CCR)

Capital December 7, 2018

ISDA Response to Industry Quantitative Impact Study on SA-CCR

On December 7, 2018, ISDA, the Global Financial Markets Association and the Institute of International... Read more

Documents (1) for ISDA Response to Industry Quantitative Impact Study on SA-CCR

SA-CCR- Why a re-calibration is necessary(pdf) will open in a new tab or window

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

SA-CCR Shortcomings and Untested Impacts(pdf) will open in a new tab or window

Capital May 15, 2017

Briefing Note: The Impact of SA-CCR

A recent quantitative impact study completed by ISDA and FIS highlighted the potentially punitive impact... Read more

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

isda-sa-ccr-briefing-paper-final1(pdf) will open in a new tab or window

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