SACCR (Standardized Approach for Counterparty Credit Risk) in 10 mins | Basel Practitioners

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  • Опубликовано: 21 ноя 2024

Комментарии • 30

  • @BaselKnowledgeSB
    @BaselKnowledgeSB 4 года назад +5

    for margined trade, we will compute EAD twice one as considering trade as margin & another as un-margin. EAD will be lower of the two..

  • @smrititiwari8243
    @smrititiwari8243 Год назад

    Great explanation. Thank you so much !!!!

  • @divyaalok5538
    @divyaalok5538 8 месяцев назад +1

    जय श्री राम

  • @andizhang9063
    @andizhang9063 Год назад

    Hi, thanks for this great video. Very helpful. I was wondering if you know any resources on the detailed calculation of the stressed components that you could share? Thanks!

  • @hariharansubramanian7505
    @hariharansubramanian7505 3 года назад +10

    You're explainations is good, but you're too fast.

  • @seethalakshmi5924
    @seethalakshmi5924 4 года назад +1

    Information videos thanks for posting expecting more these Basel accords

  • @ganeshbabu7557
    @ganeshbabu7557 3 года назад +1

    can you pls suggest any book to read more about cem/saccr calculations in detail.

  • @aslivinschi
    @aslivinschi 2 года назад +1

    Great video! Kindly wanted to ask some guideliness in case of a repo agreement. IF I provide a bond in exchange of cash, what exposure should I recognise and what capital requirements do I have to recognise?

  • @glade90
    @glade90 2 года назад

    Great Explanation

  • @user-kk5sz6tl8q
    @user-kk5sz6tl8q 2 года назад

    Thank you so much!! Best explanation!

  • @divyaalok5538
    @divyaalok5538 2 года назад

    Good explaination sir

  • @sivakumarthangavel7539
    @sivakumarthangavel7539 2 года назад

    Good.. I appreciate

  • @ganeshbabu7557
    @ganeshbabu7557 Год назад

    how saccr calculation is done for balance guranteed swap. is it same as IRS ?

  • @BaselKnowledgeSB
    @BaselKnowledgeSB 4 года назад +2

    For default fund contribution, exposure will not be calculated by SACCR approach. please refer BCBS 282. & you have not explained issues with STD approach available under BCBS128 Annex 4.

  • @user-ub7ch3ot9m
    @user-ub7ch3ot9m 2 года назад +1

    good explain. but its quite fast better if u explain in simple tone.

  • @aditishetty6679
    @aditishetty6679 2 года назад

    Very well explained!

  • @jamesbailey5008
    @jamesbailey5008 5 лет назад

    Doing some revision here, thanks good summary.

  • @SayhellotoJJ
    @SayhellotoJJ 5 лет назад +5

    Good presentation. As a suggestion, would be helpful if you spoke a little slower as it’s difficult in parts to understand you.

  • @poojabhosale3395
    @poojabhosale3395 Год назад

    Good but speed of communication very high

  • @sandeep8869
    @sandeep8869 3 года назад

    Good explanation, looking for your PPT copy for future reference

  • @BaselKnowledgeSB
    @BaselKnowledgeSB 4 года назад +1

    and non IMM (advanced) approved bank cant use CEM approach they have to use simplified SACCR approach (Small banks) or SACCR itself.

  • @ريمالقايدي
    @ريمالقايدي 3 года назад

    Thanks a lot very will explained

  • @divyaalok5538
    @divyaalok5538 2 года назад

    Very nice

  • @financereputation1189
    @financereputation1189 2 года назад +2

    You are just too fast

  • @maverick5014
    @maverick5014 Год назад +1

    What a fake accent sir😅😅

  • @surian680
    @surian680 2 месяца назад

    The audio is SO POOR!

  • @vishwadeepd1
    @vishwadeepd1 9 месяцев назад

    Good video..but because of unnecessary accent entire understanding of concept is difficult to grasp.No idea why he need to speak in such fake accent.

  • @divyaalok5538
    @divyaalok5538 8 месяцев назад +1

    जय श्री राम

  • @divyaalok5538
    @divyaalok5538 8 месяцев назад +1

    जय श्री राम