Banks scent margin offset in US SA-CCR proposal

US Federal Reserve building — Federal Reserve

Joanna Wright
06 Nov 2018

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

US regulators’ proposal on measuring counterparty credit exposures in derivatives transactions, released on October 20, included a titbit the biggest banks had been watching for with almost feral interest – the possibility of offsetting client margin on cleared trades from their leverage ratio calculations.

The proposal, which very closely follows the Basel standardised approach for counterparty credit risk (SA-CCR), held out at least the possibility of an initial margin (IM) offset in 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 print this content. Please contact [email protected] to find out more.

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

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]