SA-CCR

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Revision as of 18:04, 30 October 2016 by imported>Doug Williamson (Create the page. Source: BIS http://www.bis.org/publ/bcbs279.pdf)
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Bank supervision - capital adequacy - counterparty credit risk.

SA-CCR means the Standardised Approach for calculating Counterparty Credit Risk, under the Basel III supervisory framework.


See also

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