Tagged: standardized approach for counterparty credit risk

Capitolis Completes Standardized Approach for Counterparty Credit Risk Optimization

Capitolis, the technology company reimagining capital markets, completed its nineteenth Standardized Approach for Counterparty Credit Risk (SA-CCR) optimization in January, “with this latest run incorporating a record number of entities, driving a record reduction of over $290 billion in effective notional.” This marks another momentous… Read More

Capitolis Continues Momentum with SA-CCR Optimization, Capital Savings

Capitolis, the technology company reimagining financial markets, has gained strong momentum “by doubling the number of banks taking part in its Standardized Approach for Counterparty Credit Risk (SA-CCR) runs since the beginning of 2022.” Capitolis has “maintained a frequent cadence of compression runs, helping this… Read More

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