FDIC Board Member Gruenberg Issues Statement on Standardized Approach for Counterparty Credit Risk
November 19, 2019
November 19, 2019
WASHINGTON, Nov. 19 -- The Federal Deposit Insurance Corporation issued the following statement by Board Member Martin J. Gruenberg on the standardized approach for counterparty credit risk:
"This final rule before the FDIC Board today would implement a new methodology - the standardized approach for counterparty credit risk (SA-CCR) - for calculating the exposure amount of derivative contracts for advanced approaches banking organizations under the regulatory capital rule of t . . .
"This final rule before the FDIC Board today would implement a new methodology - the standardized approach for counterparty credit risk (SA-CCR) - for calculating the exposure amount of derivative contracts for advanced approaches banking organizations under the regulatory capital rule of t . . .