Tag: SA-CCR

*Save the Date* Trading Book Capital (Japan): Fundamental Review of the Trading Book “FRTB” & Counterparty Credit Risk

トレーディング勘定の自己資本: トレーディング勘定の抜本的見直し (FRTB) とカウンターパーティ信用リスク

Regulators across the globe are publishing or preparing to publish draft rules to implement the... Read more *Save the Date* Trading Book Capital (Japan): Fundamental Review of the Trading Book “FRTB” & Counterparty Credit Risk

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

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

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