Course Description

The Basel Committee's final standard approach for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions is called SA-CCR. The SA-CCR approach is scheduled to take effect on 1 January 2017.

This section gives an overview of SA-CCR and the Calypso coverage offered.

Calypso Learning Services

Course curriculum

  • 1

    Overview of SA-CCR

    • SA-CCR_Cover

    • SA-CCR