Arthur Rabatin, of Deutsche Bank, offers a brief introduction to the new BCBS standardized approach for measuring counterparty risk (SA-CCR) and explores some of the implications of adopting this methodology.
SA-CCR – Understanding the Methodology and Implications
Arthur Rabatin, of Deutsche Bank, offers a brief introduction to the new BCBS standardized approach for measuring counterparty risk (SA-CCR) and explores some of the implications of adopting this methodology.