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

The Bank for International Settlements, Basel
Calls for Basel to make changes to the SA-CCR
Ulrich Roth

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: