Skip to main content
U.S. flag
An official website of the United States government
Dot gov
The .gov means it’s official. 
Federal government websites often end in .gov or .mil. Before sharing sensitive information, make sure you’re on a federal government site.
Https
The site is secure. 
The https:// ensures that you are connecting to the official website and that any information you provide is encrypted and transmitted securely.
Financial Institution Letter

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

January 31, 2020
Notes
 

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 with Total Assets Under $1 Billion: This Financial Institution Letter is applicable to all FDIC-supervised institutions. However, only advanced approaches banking organizations are required to use SA-CCR.

Highlights:

  • In November 2019, the FDIC, Board of Governors of the Federal Reserve System, and Office of the Comptroller of the Currency adopted a final rule that, for purposes of the risk-based capital rules, implements SA-CCR, which is an updated methodology for measuring counterparty credit risk for derivative contracts. SA-CCR replaces the "current exposure methodology" for large, internationally active banking organizations; other, smaller banking organizations can voluntarily adopt SA-CCR.
  • The FDIC will host a webinar on Tuesday, February 18, 2020 from 2:00 p.m. to 3:00 p.m. ET to discuss SA-CCR, as well as other relevant provisions of the final rule.
  • Participants can join the webinar event using the following link: https://www.mymeetings.com/nc/join.php?i=PWXW9901148&p=2697858&t=c 
  • Participants may dial in to the webinar by calling 888-989-4345 and using participant passcode 2697858.
  • A question-and-answer session will follow the presentation. We encourage participants to submit questions via email before the webinar to capitalmarkets@fdic.gov or during the webinar to rac@fdic.gov .
  • Conference slides and a recording of the event will be archived for viewing on the FDIC's Capital Markets website .

Suggested Distribution:

FDIC-Supervised Institutions

Suggested Routing:

Chief Executive Officer 
Chief Financial Officer 
Chief Risk Officer

Paper copies of FDIC FILs may be obtained through the FDIC's Public Information Center, 3501 Fairfax Drive, E-1002, Arlington, VA 22226 (1-877-275-3342 or 703-562-2200).

Additional Related Topics:

  • Capital Adequacy of FDIC-Supervised Institutions
  • 12 CFR Part 324 (Regulatory Capital Rules)
FIL-6-2020
Attachment(s)
Standardized Approach for Calculating the Exposure Amount of Derivative Contracts

Last Updated: January 31, 2020