ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

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 ...

Financial institutions across Asia-Pacific (APAC) are moving forward with Basel IV implementation, as regulators incorporate the final Basel III reforms into local frameworks. These updates introduce ...