The Great Balancing Act: A Discussion about the Interplay Between UMR and SA-CCR

10 June 2021
Erik Petri

Over the last decade, global regulators have introduced several measures in the OTC derivatives market designed to increase financial market resiliency and mitigate counterparty credit risk – mandatory clearing, reconciliation and reporting, and uncleared margin rules, to name a few examples. The goal of these measures is to reduce counterparty risk, increase marketplace transparency, and prevent contagion.

The adoption of SA-CCR – standardized approach to counterparty credit risk – is the most recent measure to come to market. Join a panel of experts as they discuss challenges and solutions for optimizing for UMR and SA-CCR requirements in ways that can help reduce initial margin funding costs.

Featured panelists


Vikash Rughani, Business Manager
triReduce, triBalance – TriOptima

Milton Brown,
Head of XVA Trading for the Americas – UBS

Magnus Lindahl, XVA Trader – Nomura
Erik Petri, Head of triBalance – TriOptima