The 10 Greatest Challenges and Pitfalls when Designing and Implementing SA-CCR

The 10 Greatest Challenges and Pitfalls when Designing and Implementing SA-CCRThe 10 Greatest Challenges and Pitfalls when Designing and Implementing SA-CCR

SA-CCR is the final standard for the calculation of counterparty credit risk of derivatives portfolios and is anticipated to replace both the Current Exposure Method (CEM) and Standard Method (SM) by the end of 2018. Financial institutions that will be using this new standardized approach from 2018 await a significant effort to determine the exposure to counterparty credit risk in the context of OTC, exchange-traded, centrally cleared derivatives and long settlement transactions.