Optimising your business under the SA-CCR

Available On-Demand

The impending implementation of the SA-CCR has significant implications for the way that banks will run their swaps trading businesses. A holistic approach to assessing counterparty credit risk will replace the existing focus on gross notional, resulting in a totally different approach for calculating how much capital needs to be held. As such banks need ways to reduce their counterparty exposure to maintain profitability and remain competitive. What should your firm be considering over 2021? This webinar will address:

• Understanding the full implications of the move to the SA-CCR for swaps businesses
• Optimising margin and capital: How can banks achieve this through solutions available on the current market?
• The opportunities presented to balance multiple priorities including gross notional and trade count, and now SA-CCR
• Can IM And SA-CCR be optimised simultaneously without negatively impacting either optimisation?

Speakers:

• Ulrich Karl Head of Clearing Services at ISDA
• Erik Petri Head of triBalance at OSTTRA
• Nikki Einarsson Business Development Manager at TriOptima
• Matteo Rolle Head of Crossmarket Trading at Banca Sella Holding