SA-CCR

Regulatory

Regulation, SA-CCR, securities finance, topstory

While the focus of recent regulatory conversations has been on derivatives, a missing part of the conversation is support for physical markets through financing activities. Regulators have consistently said that…

Finadium: The US SA-CCR, Derivatives and Securities Finance Competition

May 13, 2019

Basel III, Regulatory, US

Basel III, CEM, SA-CCR, securities finance, topstory

New US balance sheet rules for OTC derivatives come into force in January 2020. The US Standardized Approach for measuring counterparty credit risk, better known as SA-CCR, applies Basel III…

Industry associations ask for revisions to US SA-CCR plans

March 18, 2019

SA-CCR, US

ISDA, SIFMA, ABA, BPI and FIA Comment on Proposed Standardized Approach for Calculating Exposure Amount of Derivatives Contracts Washington, DC, March 18, 2019 – The International Swaps and Derivatives Association,…

World Federation of Exchanges responses to Basel Committee’s Leverage Ratio Consultation

January 18, 2019

Basel Committee, client clearing, Leverage Ratio, SA-CCR, WFE

The World Federation of Exchanges (“WFE”), the global industry group for exchanges and CCPs, has published its response to the Basel Committee on Banking Supervision’sconsultation on the leverage ratio treatment…

The US SA-CCR proposal on collateral: generally speaking, good news for the markets (Premium)

November 1, 2018

Collateral, Regulatory, US

collateral, SA-CCR, topstory, US regulators

US regulators have issued a Notice of Proposed Rulemaking (NPR) for the Standardized Approach for measuring counterparty credit risk” (SA-CCR) in derivatives contracts. This long-awaited proposal shows that US regulators…

US regulators issue Notice of Proposed Rulemaking for SA-CCR

October 30, 2018

Federal Reserve, SA-CCR

Three federal banking agencies on Tuesday invited public comment on a proposal to update their standards for how firms measure counterparty credit risk posed by derivative contracts under the agencies’…

CCP12 supports SA-CCR, warns against punitive charges to clearing firms

August 22, 2018

CCP12, SA-CCR

Position of CCP12 in regards to the Basel III Leverage Ratio Framework CCP12 would like to emphasize again its reservations in regards to the Basel III Leverage Ratio (LR) and…

Don’t delay: it’s time to adopt SA-CCR

May 7, 2018

Basel III, Regulatory

CEM, SA-CCR, topstory

The Standardised Approach to measuring counterparty credit risk (SA-CCR) was proposed in 2014 by the Basel Committee as an alternative to the Current Exposure Method (CEM) for measuring derivatives risk.…

Fed’s Powell says recalibrated Leverage Ratio, no capital for collateral and move to SA-CCR all on the table for CCP clearing benefits

June 24, 2017

CCPs, Federal Reserve, Leverage Ratio, Powell, SA-CCR

Central Clearing and Liquidity Governor Jerome H. Powell At the Federal Reserve Bank of Chicago Symposium on Central Clearing, Chicago, Illinois — Having pushed for the move to greater central…

OCC Says Implementation of SA-CCR Important For Liquid and Orderly Listed Options Markets

April 25, 2017

OCC, SA-CCR

By John Fennell, OCC Executive Vice President and Chief Risk Officer April 25, 2017 As the agency for all U.S. options exchanges and in our role as a Systemically Important…

How much regional disparity is there really in Basel III adoption? (Premium)

November 1, 2016

Asia, Basel III, Europe, US

Basel III, LCR, Leverage Ratio, non-cleared margin, NSFR, SA-CCR, topstory

We talk a lot about how different regions are at different points of adoption for Basel III. It’s easy to point out specific categories like the Leverage Ratio where some…

Finadium: Regulatory Costs of OTC Derivatives vs. Securities Finance Transactions

This Finadium report evaluates regulatory costs in order to determine whether internal balance sheet treatment will push the market towards OTC derivatives in place of Securities Finance Transactions (SFTs, including…

Will Basel III rules mean that seclending and repo get swallowed up by OTC derivatives? (Premium Content)

August 11, 2015

Basel III, CCP, Derivatives, Repo, Securities Lending

Basel III, Comprehensive Approach, credit risk, SA-CCR, topstory