US Basel III endgame: counterparty credit risk rumblings
CVA rules need better recognition of clearing and hedging, while SA-CCR netting questions linger
This is the second of two comment articles on the credit risk components of the proposed US Basel III endgame rules. The first article can be found here.
The overhaul of credit risk capital requirements contained in the US Basel III endgame proposals in 2023 included both exposures related to secured or unsecured financing, and also counterparty exposures incurred through derivatives trading. As
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