The SA-CCR for Counterparty Credit Risk Exposure - An Analysis from Risk and Pricing Perspectives

The Basel Committee for Banking Supervision (BCBS) has recently introduced the new standardised approach for measuring counterparty credit risk exposure (SA-CCR). The method will replace both the Current Exposure Method (CEM) and the Standardised Method (SM) in the capital adequacy framework. Dimitrios Karyampas and Fabrizio Anfuso highlight the pros and cons of the new approach through real life examples

MoreLess

Year of publication:	2017
Authors:	Karyampas, Dimitris
Other Persons:	Anfuso, Fabrizio (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Risiko \| Risk

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012973275