EU regulator dampens SA-CCR reform hopes
Isda AGM: EBA acknowledges approach’s shortcomings, but warns Basel is not reconsidering
An EU regulator has played down the prospect of reforming the Basel Committee’s standardised approach for measuring counterparty credit risk capital (SA-CCR), despite growing industry alarm over the methodology’s wide-ranging implications.
Speaking at the International Swaps and Derivatives Association annual general meeting in Lisbon on May 10, Stéphane Boivin, a policy expert at the European Banking Authority, acknowledged some of the shortcomings of the regime, but he noted that Basel had
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