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!
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?
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.
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..
Great explanation. Thank you so much !!!!
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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!
You're explainations is good, but you're too fast.
Information videos thanks for posting expecting more these Basel accords
can you pls suggest any book to read more about cem/saccr calculations in detail.
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?
Great Explanation
Thank you so much!! Best explanation!
Good explaination sir
Good.. I appreciate
how saccr calculation is done for balance guranteed swap. is it same as IRS ?
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.
good explain. but its quite fast better if u explain in simple tone.
Very well explained!
Doing some revision here, thanks good summary.
Good presentation. As a suggestion, would be helpful if you spoke a little slower as it’s difficult in parts to understand you.
Use speed control on RUclips
Good but speed of communication very high
Good explanation, looking for your PPT copy for future reference
and non IMM (advanced) approved bank cant use CEM approach they have to use simplified SACCR approach (Small banks) or SACCR itself.
Thanks a lot very will explained
Very nice
You are just too fast
What a fake accent sir😅😅
The audio is SO POOR!
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.
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