Webinar to look at calculating derivative contract exposure amounts under new SA-CCR

A webinar on the “standardized approach for counterparty credit risk” (SA-CCR), a new risk-based capital approach for calculating the exposure amount for derivative contracts, will be hosted by the federal insurer of bank deposits Feb. 18, the agency said Friday.

The Federal Deposit Insurance Corp. (FDIC) said the 2-3 p.m. event focuses on the final rule adopted in November by the three federal banking agencies that implements SA-CCR for risk-based capital rules purposes.

The SA-CCR, the FDIC said, is an updated methodology for measuring counterparty credit risk for derivative contracts. The agency noted that SA-CCR replaces the “current exposure methodology” for large, internationally active banking organizations. Other, smaller banking organizations can voluntarily adopt SA-CCR, the FDIC said.

Other elements of the rule will also be addressed, the FDIC said.

There is no charge for attending the webinar; a question-and-answer session follows the presentation, the agency said.

Banker Webinar: New Standardized Approach for Calculating the Exposure Amount of Derivative Contract