Capitolis, the technology company reimagining capital markets, completed its nineteenth Standardized Approach for Counterparty Credit Risk (SA-CCR) optimization in January, “with this latest run ...
The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...
The EBA’s February 9 discussion paper (EBA/DP/2026/01) is pitched as a fact-finding exercise rather than a set of settled proposals. Stakeholders have until May 10 2026 to submit feedback via the ...
This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...