Standardized Approach to Counterparty Credit Risk (SA-CCR) – International Swaps and Derivatives Association

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Tag: Standardized Approach to Counterparty Credit Risk (SA-CCR)

derivatiViews | December 12, 2022

A UK Slant on Basel III

Over the coming years, the final parts of the Basel III framework will be implemented... Read more

Documents (0) for A UK Slant on Basel III

Capital | March 4, 2022

Risk Awards 2022 Innovation in Technology: ISDA

ISDA has won Risk.net’s 2022 Innovation in Technology award for Perun, part of ISDA’s Standardized... Read more

Documents (1) for Risk Awards 2022 Innovation in Technology: ISDA

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Capital | June 17, 2020

ISDA Standardized Approaches Benchmarking for FRTB-SA, SA-CCR and CVA

ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation... Read more