Adoption of SA-CCR to hike costs in bank derivatives books - report

23rd July, 2021

Radi Khasawneh
BIS GIG

SA-CCR, slated to come into effect in January next year, is expected to increase capital costs associated with bank derivative portfolios

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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