Acuiti: the impact of SA-CCR on bank capital requirements

The key findings are:

  • Banks are split on whether SA-CCR will benefit or hinder their derivatives business, with clearing businesses generally, but not universally, expecting benefits
  • Commodities and foreign exchange (FX) face significant increases in capital requirements under SA-CCR
  • Corporates, pension funds and long-only asset managers face higher costs
  • Clearing is set to increase with FX and rates the major beneficiaries
  • Banks, particularly those in the European Union, fear an unlevel playing field
  • Some US banks may still shift to SA-CCR ahead of regulatory implementation
  • Agreeing on the approach, gathering the data and developing technology have been the major hurdles for banks
  • SA-CCR will increase incentives for active risk and portfolio management

The full report is available at

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