The SA-CCR Accelerator contains measures to evaluate the SA-CCR risk charges in a derivatives portfolio including the ability to create a chain of calculations that feed into one another resulting in an optimized capital ratio.
Case studies & eBooks
Case studies & eBooks
The SA-CCR Accelerator contains measures to evaluate the SA-CCR risk charges in a derivatives portfolio including the ability to create a chain of calculations that feed into one another resulting in an optimized capital ratio.