Federal Bank Regulatory Agencies Finalize Rule to Update Calculation of Counterparty Credit Risk for Derivative Contracts
November 19, 2019
November 19, 2019
WASHINGTON, Nov. 19 -- The Federal Deposit Insurance Corporation issued the following news release:
Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules.
The final rule implements the "standardized approach for measuring counterparty credit risk," also known as SA-CCR. This updated . . .
Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules.
The final rule implements the "standardized approach for measuring counterparty credit risk," also known as SA-CCR. This updated . . .