Course Descriptions

The training will introduce you to the Revised Colombian Regulation for SACCR updates.


Key features of the module include:

  • Bifurcation of equity asset class into two asset classes
  • Hedging set classification for all asset classes
  • Sold option handling
  • Treatment of cross currency basis swaps
  • Effective notional computation of IR asset class
  • PFE computation

Course curriculum

  • 1

    Revised Colombian Regulation for SACCR

    • Revised Colombian Regulation for SACCR - Deck

    • Revised Colombian Regulation for SACCR - Video