Crif-plus will capture risk exposures for all instruments, boosting optimisation potential
US regulator casts doubt on key SA-CCR netting benefit
OCC rejects suggestion banks can net certain cleared client exposures; Fed stays silent
SA-CCR tweak could slash equity risk charge – research
Better calibration would cut equity options exposures in half, research finds
SA-CCR proves a bitter pill for US banks to swallow
Dealers concerned new regime will punish some business lines with rise in risk-weighted assets
SA-CCR switch clouded by confusion over netting sets
An effort by US regulators to incentivise the switch to SA-CCR may be having the opposite effect
BofA becomes first US bank to adopt SA-CCR
Move cut leverage exposure by $66bn, but other banks wary of trade-offs
EU banks rue SA-CCR mismatch with US
European clearers are stuck with CEM until 2021, but some US banks are reluctant to switch early
SA-CCR, IM relief and the fuzziness of good behaviour
The week on Risk.net, February 15-21, 2020