An effort by US regulators to incentivise the switch to SA-CCR may be having the opposite effect.
Photo: fxmarkets
US banking regulators have been asked to clarify whether certain client cleared trades can be included in netting sets under the standardized approach to counterparty credit risk (SA-CCR). The answer could shift the calculus of banks that are currently weighing whether to adopt the regime early. The confusion centres on last-minute changes to the US version of SA-CCR. The final rule adopted in January allows cleared transactions that are settled-to-market (STM) to be included in the same
Reprinted from fxmarkets, the copyright all reserved by the original author.
風險提示：本文所述僅代表作者個人觀點，不代表 Followme 的官方立場。Followme 不對內容的準確性、完整性或可靠性作出任何保證，對於基於該內容所採取的任何行為，不承擔任何責任，除非另有書面明確說明。
暫無評論，立馬搶沙發