SA-CCR

From ACT Wiki
Revision as of 05:25, 27 June 2022 by imported>Doug Williamson (Classify page.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

Bank supervision - capital adequacy - counterparty credit risk.

SA-CCR means the Standardised Approach for calculating Counterparty Credit Risk, under the Basel III supervisory framework.


See also

Retrieved from ‘https://wiki-dev.treasurers.org/w/index.php?title=SA-CCR&oldid=42196’