Bankowość · 17/12/2018

New Approach for Calculating Derivative Contract Exposure Amounts Under Proposed Federal Reserve Rule

The Federal Reserve System, the Federal Deposit Insurance Corporation, and the Office of the Comptroller of the Currency are seeking public input on a new approach to calculating the exposure amount of derivative contracts. The proposed standardized approach for counterparty credit risk (SA-CCR) would replace the current method and apply to advanced banking organizations.