Standardised approach to counterparty credit risk (SA-CCR)

Regulatory changes in U.S. banking sector prompt banks to adopt advanced Credit Valuation Adjustment methods Regulatory shifts in the U.S. banking sector are prompting financial institutions to explore more sophisticated …

Regulatory Treatment of Gap Risk in Credit Repackaging: A Basel III Perspective Gap risk in credit repackaging—the risk that a sudden market move prevents the hedging of an underlying credit …

Cross-Product Netting Under SA-CCR Gains Momentum to Reduce Capital Costs Banks are increasingly optimistic that upcoming revisions to the Basel III endgame capital rules in the US will allow for …