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22nd July 2021 | Whitepapers

SA-CCR: Impact and Implementation

Download full report here.

Acuiti today releases the results of its study into the implementation and impact of the Standardised Approach for measuring Counterparty Credit Risk (SA-CCR), the new framework for assessing capital requirements relating to derivatives counterparty exposures for banks.

This report was commissioned by Quantile Technologies and is based on a survey and series of interviews with over 40 banks and financial intermediaries.

Find out:

  • How will SA-CCR change capital requirements for different asset classes?
  • Which client types will have the biggest balance sheet impact under SA-CCR?
  • What impact will SA-CCR have on clearing across different asset classes?
  • How do different desks within banks view the impact of SA-CCR on their business?

Download the full report: https://www.acuiti.io/wp-content/uploads/2021/07/SA-CCR-Impact-and-Implementation.pdf