Standardised approach to counterparty credit risk (SA-CCR)
Seizing the opportunity of transformational change
Sponsored Q&A: CompatibL, Murex and Numerix
US-European rift deepens on leverage ratio
FDIC rebuffs European calls to allow netting of client clearing margin in leverage exposure measure
Structured products: The new value chain
Sponsored Q&A: Murex
Basel plans would weaken leverage ratio
Adoption of 'risk-sensitive' SA-CCR will allow more leverage, argues FDIC vice-chair
US regulators not backing down in leverage ratio stand-off
Yellen, Gruenberg and Curry offer no concessions to agriculture committee
Banks forlorn over new Basel counterparty risk charge
Standardised risk charge delivers few benefits, and plenty of trouble
Swap futures face loss of capital edge
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
Regulators cool on plans to change leverage exposure sums
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Counterparty calamity: inside Basel's new standard charge
Capital for modelling banks could jump by half if 75% floor is applied to SA-CCR
Q&A: Finansinspektionen's Uldis Cerps on capital floors and too-big-to-fail
Floors framework should not overstate risk, says Sweden's bank supervision chief
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
OTC client clearer of the year: Citi
Risk Awards 2015: US bank a hit with clients, despite headwinds
What the leverage ratio means for clearing fees – Citi analysis
The future of swap clearing depends on the finer details of the supplementary leverage ratio