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
