SACCR (Standardized Approach for Counterparty Credit Risk) in 10 mins | Basel Practitioners

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Understand SACCR - Counterparty Credit Risk in under 12 mins
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- SACCR
- Margined Transaction
- Un-Margined Transaction
- Variation Margin
- Initial Margin
- Default Fund Contribution
- Replacement Cost
- Alpha Factor
- Potential Future Exposure
- Hedging Sets
- Business Impacts & Challenges
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Опубликовано:

4 июл 2019

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Комментарии : 29

@jamesbailey5008 4 года назад

Doing some revision here, thanks good summary.

@seethalakshmi5924 4 года назад

Information videos thanks for posting expecting more these Basel accords

@user-kk5sz6tl8q Год назад

Thank you so much!! Best explanation!

@aditishetty6679 2 года назад

Very well explained!

@smrititiwari8243 9 месяцев назад

Great explanation. Thank you so much !!!!

@glade90 2 года назад

Great Explanation

@ganeshbabu7557 3 года назад

can you pls suggest any book to read more about cem/saccr calculations in detail.

@andizhang9063 Год назад

Hi, thanks for this great video. Very helpful. I was wondering if you know any resources on the detailed calculation of the stressed components that you could share? Thanks!

@ganeshbabu7557 Год назад

how saccr calculation is done for balance guranteed swap. is it same as IRS ?

@BaselKnowledgeSB 4 года назад

for margined trade, we will compute EAD twice one as considering trade as margin & another as un-margin. EAD will be lower of the two..

@divyaalok5538 2 года назад

Good explaination sir

@sivakumarthangavel7539 Год назад

Good.. I appreciate

@BaselKnowledgeSB 4 года назад

and non IMM (advanced) approved bank cant use CEM approach they have to use simplified SACCR approach (Small banks) or SACCR itself.

@aslivinschi 2 года назад

Great video! Kindly wanted to ask some guideliness in case of a repo agreement. IF I provide a bond in exchange of cash, what exposure should I recognise and what capital requirements do I have to recognise?

@hariharansubramanian7505 3 года назад

You're explainations is good, but you're too fast.

@user-uf2yq5nb1g 3 года назад

Thanks a lot very will explained

@user-ub7ch3ot9m 2 года назад

good explain. but its quite fast better if u explain in simple tone.

@sandeep8869 2 года назад

Good explanation, looking for your PPT copy for future reference

@SayhellotoJJ 4 года назад

Good presentation. As a suggestion, would be helpful if you spoke a little slower as it’s difficult in parts to understand you.

@raymeester7883 3 года назад

Use speed control on RU-vid

@BaselKnowledgeSB 4 года назад

For default fund contribution, exposure will not be calculated by SACCR approach. please refer BCBS 282. & you have not explained issues with STD approach available under BCBS128 Annex 4.

@divyaalok5538 4 месяца назад

जय श्री राम

@divyaalok5538 2 года назад

Very nice