Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties

Global Research & Analytics

Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties

This article focuses on the revised standardised methodology (SA-CCR) introduced by the regulator to compute the Exposure of derivatives for Counterparty Credit Risk management.

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Article Global Research & Analytics - Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties - 12 June 2019

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In this article : SA-CCR Regulatory

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