Course Description

This course takes you into a deep dive into the SACCR module in Calypso. 

It will start with the required setup that you need in order to understand and define SACCR.

The Regulatory Risk module provides regulatory reporting for SA-CCR. You will also learn how to use the corresponding windows.

The course consists of several modules, including full configuration details, trade definition, reporting, analysis, and methodologies.

Course curriculum

  • 1

    SACCR Introduction

    • What is SACCR?
  • 2

    Overview

    • Overview
  • 3

    Installation

    • Installation
  • 4

    Requirements

    • Domain Data

    • Trade and Securities Attributes

    • Legal Agreements

    • Scheduled Tasks

    • SACCR Rating Agency

    • Margin Agreements
  • 5

    SACCR Risk process

    • Setup

    • Attributes and Tables

    • Exporting and Uploading

    • Viewing the Report
  • 6

    SACCR Incremental Calculation

    • SACCR incremental calculation
  • 7

    SACCR Limits

    • SACCR Limits
  • 8

    SACCR Enhanced Process

    • SACCR Enhanced Process
  • 9

    SACCR Scenario Set Process

    • SACCR Scenario Set Process
  • 10

    Test Your Knowledge

    • Assessment
  • 11

    SACCR Basel Guidelines

    • SACCR Basel Guidelines
  • 12

    Appendix

    • Regulatory Capital SACCR