Risk

ABN Amro shifts 70% of credit risk to standardised approach

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...
Finextra

Counterparty Credit Risk: Why should Basel Committee revisit SA-CCR?

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...
Crowdfund Insider

Capitolis Completes Standardized Approach for Counterparty Credit Risk Optimization

Capitolis, the technology company reimagining capital markets, completed its nineteenth Standardized Approach for Counterparty Credit Risk (SA-CCR) optimization in January, “with this latest run ...
Nasdaq

Basel IV in the U.S: Key Takeaways from the Fed’s NPR

On July 27, 2023, the U.S. Federal Reserve released its long-anticipated Notice of Proposed Rulemaking (NPR), introducing sweeping changes to capital management and regulatory reporting. The proposal ...