In the current congested regulatory landscape, the new methodology to compute derivative credit exposure outlined in BCBS 279 may seem just another one amongst the many other regulatory adjustments to be considered.
However, financial institutions should not underestimate the impact on their current calculators. besides the impact on their business (capital requirement, collateral and margin management, clearing, diversification) important implementation efforts are needed to comply with the new regulation.
Our latest whitepaper outlines what firms need to assess to determine whether they will need an early adoption of the new calculation method and whether they have the necessary mechanisms in place to measure the impact on their business.
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