Banker Webinar: New Standardized Approach for Calculating the Exposure Amount of Derivative Contracts

Call will be on February 18, 2020 from 2:00 p.m. to 3:00 p.m. ET

Financial Institution Letter January 31, 2020 Banker Webinar: New Standardized Approach for Calculating the Exposure Amount of Derivative Contracts Summary The FDIC will host a webinar to discuss the "standardized approach for counterparty credit risk" (SA-CCR), a new risk-based capital approach for calculating the exposure amount for derivative contracts, on February 18, 2020 from 2:00 p.m. to 3:00 p.m. Eastern Time (ET). Statement of Applicability to Institutions under $1 Billion in Total Assets: This Financial Institution Letter is applicable to all FDIC-supervised institutions. However, only advanced approaches banking organizations are required to use SA-CCR. Suggested Distribution: FDIC-Supervised Institutions   Read the FIL The FDIC does not send unsolicited e-mail. If this publication has reached you in error, or if you no longer wish to receive this service, please unsubscribe. Manage Preferences  |  Unsubscribe  |  Contact Us  |  Help

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