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

Understand SACCR - Counterparty Credit Risk in under 12 mins
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SACCR
Margined Transaction
Un-Margined Transaction
Variation Margin
Initial Margin
Default Fund Contribution
Replacement Cost
Alpha Factor
Potential Future Exposure
Hedging Sets
Business Impacts & Challenges
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[@hariharansubramanian7505]

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

[@seethalakshmi5924]

Information videos thanks for posting expecting more these Basel accords

[@SayhellotoJJ]

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

[@raymeester7883]

Use speed control on TH-cam

[@BaselKnowledgeSB]

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]

Great explanation. Thank you so much !!!!

[@user-kk5sz6tl8q]

Thank you so much!! Best explanation!

[@jamesbailey5008]

Doing some revision here, thanks good summary.

[@ganeshbabu7557]

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

[@andizhang9063]

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!

[@glade90]

Great Explanation

[@aditishetty6679]

Very well explained!

[@BaselKnowledgeSB]

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

[@BaselKnowledgeSB]

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]

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

[@divyaalok5538]

Good explaination sir

[@sivakumarthangavel7539]

Good.. I appreciate

[@aslivinschi]

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?

[@ganeshbabu7557]

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

[@ريمالقايدي]

Thanks a lot very will explained

[@sandeep8869]

Good explanation, looking for your PPT copy for future reference

[@poojabhosale3395]

Good but speed of communication very high

[@divyaalok5538]

जय श्री राम

[@divyaalok5538]

Very nice

[@financereputation1189]

You are just too fast

[@vishwadeepd1]

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.

[@surian680]

The audio is SO POOR!

[@maverick5014]

What a fake accent sir😅😅

[@divyaalok5538]

जय श्री राम

[@divyaalok5538]

जय श्री राम