Category: SA_CCR

Vox Financial Partners are experts in regulatory change

SA-CCR
SA_CCR

SA-CCR Final Rule – How Does it Work?

By Vox Regulatory Consultant Safder Dhirani Part 2 – Methodology In our first article, “SA-CCR Final Rule – Are You Prepared?” we introduced the approach for measuring a bank’s Exposure at Default (EAD) and its two components, the replacement cost (RC) and the potential future exposure (PFE). We also outlined the benefits of the SA-CCR

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SA-CCR
SA_CCR

SA-CCR Final Rule – Are you prepared?

By Vox Regulatory Consultant Safder Dhirani Part 1 – An Overview Over the next few weeks, we will be publishing a multipart series that analyses the Standardised Approach for Counterparty Credit Risk, known as SA-CCR, that is part of the overall Basel III regulatory reforms. The regulation unveiled by the Basel Committee is a new

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