SA-CCR 

Banks will face a multitude of challenges in achieving SA-CCR compliance before 1st January 2017

The SA-CCR (BCBS 279) regulation is a new assessment of the counterparty credit risk exposure associated with OTC derivatives, exchange-traded derivatives and long settlement transactions. It has been designed to improve the risk sensitivity measures without creating undue complexity, and meant to be implemented simply and easily.

All banks will be required to report it, and it will replace both the Current Exposure Method (CEM) and the Standardised Method (SM) in the CCR framework, although some parallel running will be required. The implementation of the SA-CCR will require more data inputs, calculation challenges and granular drill-downs across business lines.

Misys FusionRisk can meet the challenges of this new regulation and can bring you piece of mind by offering a packaged solution that can map the required trade information, capture all asset classes and the right netting sets for credit risk mitigation, and can add all the supervisory data required.

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Early compliance with SA-CCR can bring capital efficiency as well as competitive advantage

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