Read more / Original news source: https://www.occ.gov/news-issuances/news-releases/2019/nr-ia-2019-136.html
Federal Bank Regulatory Agencies Finalize Rule to Update Calculation of Counterparty Credit Risk for Derivative Contracts
Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules.
Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules.