SA-CCR Pulse Poll

Our Pulse Poll is an important tool that we use to capture market insights on key regulatory topics. Please take a minute to complete. 

Question Title

* 1. How advanced are you in your adoption and implementation of SA-CCR?

Please select one that applies.

Question Title

* 2. What is your firm’s biggest challenge when adopting and implementing SA-CCR?

Please rank on the scale 1-5 (1 = least challenging, 5 = most challenging)

  1 Least challenging 2 3 4 5 Most challenging
Expertise: SA-CCR subject matter expertise – a deep understanding of SA-CCR requirements
Complexity: Interdependencies between SA-CCR and other parts of Basel III Reforms / CRD V
Data Management: Sourcing, consolidating, calculating and transforming the necessary data input for SA-CCR
Legacy systems: Reliance on legacy systems/lack of adequate technology
Commercial: Capital allocation for CCR
 Project management Impact on other projects
Internal reporting needs

Question Title

* 3. Does your current credit risk solution have the following capabilities:

Select “yes” or “no”

  Yes No Don't Know
Calculation of CCR capital requirements?
Optionality to measure EAD based on different (existing) methods e.g. STD, CEM and IMM?
Results projection, based on new methods (SA-CCR) 
Ability to use EAD for the CVA capital charge calculation? *
Aggregation of CVA capital requirements with credit risk capital requirements?
* Or is the required CVA capital calculated in your market risk solution

Question Title

* 4. And finally, please enter the following details: