Quantile discusses the push to reduce systemic risk and the key aspects of the Standardised Approach for Measuring Counterparty Credit Risk (SA-CCR) on the FTF’s Exchange podcast, ‘Why Lehman Day Remains Relevant for Systemic Risk’.
Tobias Becker, Head of Business Development, speaks with Eugene Grygo, Chief Content Officer at the Financial Technologies Forum, about how SA-CCR will change the way market participants manage their counterparty credit risk, the need to avoid regulatory fragmentation and how Quantile is helping the market to optimise and standardise their risk positions.
Listen to the podcast episode below:
Quantile’s new capital optimisation service leverages our proven technology to optimise risk-based capital. Our advanced algorithms rebalance exposures via new trades or backloading to reduce risk and improve capital efficiency.
As the first optimisation service to be licensed by ISDA for benchmarking of standardised approaches, we’re trusted to help participants optimise their risk-based capital under SA-CCR.
Our service has already been piloted by 29 entities and runs monthly. As regulatory models and requirements change, we will continue to evolve and extend our optimisation engine to support other capital models and metrics.