Tobias Becker discusses how banks are stepping up their FX optimisation ahead of the SA-CCR deadline with Risk.net and FX Markets.

From January 1 next year, US banks that have not adopted early must switch to a new measurement for counterparty credit risk capital requirements, known as the standardised approach to counterparty credit risk (SA-CCR).

Tobias Becker, head of business development at Quantile, says the vendor started SA-CCR optimisation pilot runs around nine months ago, with 29 entities participating. The firm is currently running monthly SA-CCR optimisation cycles and is seeing increasing interest, he says.

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