Risk

Basel III Framework High-level Overview

Background

As a part of Basel III, SA–CCR will be fully effective in June 2021, and it has been implemented or is being implemented in some medium-sized and large banks, which are among target clients of SAP Bank Solutions. SA–CCR calculation is relative complicated: from SDL till report it takes about ten layers.  This article tries to provide an overview of the SA–CCR structure in a single picture. Note: the main content of this article is the second picture in this article. If you just want to understand SA-CCR structure, can just read that picture and ignore the text.