EU regulator dampens SA-CCR reform hopes

Isda AGM: EBA acknowledges approach’s shortcomings, but warns Basel is not reconsidering

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Hopes dashed: EBA policy expert noted Basel completed the approach back in March 2014

An EU regulator has played down the prospect of reforming the Basel Committee’s standardised approach for measuring counterparty credit risk capital (SA-CCR), despite growing industry alarm over the methodology’s wide-ranging implications.

Speaking at the International Swaps and Derivatives Association annual general meeting in Lisbon on May 10, Stéphane Boivin, a policy expert at the European Banking Authority, acknowledged some of the shortcomings of the regime, but he noted that Basel had

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