Rethink urged over Basel’s counterparty exposure framework
Industry calls for softening of SA-CCR amid claims it could lead to doubling of calculated exposures
Calls for Basel to make changes to the SA-CCR
Nearly three years after it was finalised, market participants are calling on regulators to make changes to the Basel Committee’s standardised approach for measuring counterparty credit risk (SA-CCR), over concerns it could lead to a doubling of calculated exposures versus existing methodologies.
Banks argue that, since the framework is currently being considered as an input to a number of other regulatory requirements still under review, including the leverage ratio, it is time to revise the
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