All three versions of the federal banking agencies’ call reports for supervised institutions will include an item allowing institutions to indicate if they have voluntarily adopted or voluntarily elected the standardized approach for counterparty credit […]
Proposed clarifications to call report instructions for reporting of deferred tax assets are out for comment until Sept. 20, the agencies said in a recent Federal Register notice. The proposal, issued by the Federal Deposit […]
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. […]
A final rule adopted last November that implements a standardized approach for measuring counterparty credit risk (SA-CCR), and which begins taking effect April 1, is slated for publication Friday in the Federal Register. The rule […]
Key points of a recent final rule on the calculation of the exposure amount for derivative contracts are presented in a Financial Institution Letter (FIL) issued Monday by the Federal Deposit Insurance Corp. (FDIC). The […]
Banking regulators this week finalized the standardized approach for measuring counterparty credit risk (SA-CCR), but only after making some changes in response to commenters. According to the agencies’ Tuesday announcement, this updated methodology – adopted […]
Title: Standardized Approach for Calculating the Exposure Amount of Derivative Contracts Subject: Derivatives Agency: OCC, Federal Reserve, FDIC Status: Final rule Summary: The Office of the Comptroller of the Currency, the Board of Governors of […]
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