Ahead of the Curve artwork

A critical moment of industry change – the impact of SA-CCR Capital

Ahead of the Curve

English - June 09, 2021 08:00 - 25 minutes - 17.8 MB
Business Technology business risk collateral management services non-cleared derivatives regulatory uncleared margin rules Homepage Download Google Podcasts Overcast Castro Pocket Casts RSS feed


The Standard Approach to Counterparty Credit Risk or SA-CCR is a new capital regulation that will create a series of prudential and market changes intended to make the financial system safer. Donal Gallagher, Co-Head of Quantitative Services at Acadia together with Justin Klug, President at Capitolis discuss both the challenges and the possibilities affected by this new regulation which will have a profound impact across all derivatives users.

Recorded and produced remotely by Lansons.