Get Ready for SA-CCR with Moody’s Analytics SA-CCR Calculator

The Standardised Approach for Counterparty Credit Risk (SA-CCR) is a new set of regulatory rules, detailed in BCBS 279, for measuring exposure at default (EAD) for counterparty credit risk. SA-CCR is scheduled to replace the Current Exposure Method (CEM) and Standardised Method (SM) starting on January 1 2017.

SA-CCR EAD results will be used in a range of regulatory reports, including leverage ratio and large exposures reports, and will apply to a wide range of financial institutions. Start preparing for SA-CCR with the Moody’s Analytics SA-CCR Calculator.

Start using the SA-CCR Calculator today.

Our SA-CCR Calculator will help you understand how to calculate your SA-CCR EAD results, and how to anticipate the impact on your regulatory metrics and business processes.

The SA-CCR Calculator is easy to use:

  1. Upload your data
  2. Let our engine compute the results
  3. See the results instantly
  4. Download your results for further analysis

To learn more about how Moody’s Analytics can help you manage your regulatory capital compliance and reporting, go to www.moodysanalytics.com/riskauthority.