Standardized approach (counterparty credit risk)
id:
standardized-approach-counterparty-credit-risk-178-1505204
title:
Standardized approach (counterparty credit risk)
text:
The standardized approach for counterparty credit risk (SA-CCR) is the capital requirement framework under Basel III addressing counterparty risk for derivative trades. It was published by the Basel Committee in March 2014. See Basel III: Finalising post-crisis reforms. The framework replaced both non-internal model approaches: the Current Exposure Method (CEM) and the Standardised Method (SM). It is intended to be a "risk-sensitive methodology", i.e. conscious of asset class and hedging, that d
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Standardized_approach_(counterparty_credit_risk)
date created:
2020-01-02T05:54:42Z
date modified:
2024-09-04T10:08:19Z
main entity:
{"identifier":"Q85803157","url":"https://www.wikidata.org/entity/Q85803157"}
image:
fields total:
13
integrity:
14