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Enhanced Hypothetical Capital module in ActiveRisk(™) released for Central Counterparties

Updated: Jul 21, 2021

Chella Software announced the release of an enhancement for computing hypothetical capital and c-factor for central counterparties. The implementation fully covers the SA-CCR guidelines, ahead of the European deadline for meeting them.

The enhancement allows CCP's clearing members such as banks to move to the new standards and take advantage of its netting benefits to significantly reduce their capital requirements, thereby improving profitability.


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