In this episode, we discuss how the Standardized Approach for Counterparty Credit Risk, more commonly known as SA-CCR, applies to over-the-counter derivatives (OTC), exchange-traded derivatives, and FX.

SA-CCR is rapidly becoming the standard across the globe for bank regulatory capital, replacing CEM or the Current Exposure Method.

What this means for market participants and global markets and products, is that all this is complex and varied, and to help us break this all down, our guests today are Chris Barnes and Amir Khwaja from ION Markets.