SACCR Complete Professional Package with QuantSense

A derivative with little value today can still create exposure tomorrow. This package explains how SA-CCR combines replacement cost and potential future exposure to produce a regulatory exposure amount. It makes the distinction between exposure at default and a capital charge explicit from the beginning.

Start with the netting agreement and collateral terms, then work through the multiplier, adjusted notionals, supervisory delta and maturity factors. Asset-class examples show how trade-level inputs feed hedging sets and aggregate add-ons. You will examine why supervisory parameters differ from market sensitivities and why legal and operational details matter to the result.

The offline lab lets you change trade and collateral assumptions and follow the calculation step by step. Use the worked examples to practise checking signs, maturity treatment and aggregation, then connect the individual cases to portfolio and governance questions. The professional guide also identifies the stated PRA alpha treatment and the boundaries of each simplified example.

What you receive

Your downloadable package includes a 70-page professional guide with explanations, formulas and worked examples; 100 question-and-answer flashcards in digital, printable and Anki import formats; an offline lab covering 17 lessons or comparison topics; and 69 interview practice questions and applied cases with answers. An applied workbook and career toolkit add structured assignments, a capstone exercise and templates for communicating your work. A source register records the references used.

How to use the package

Read a concept, work through an example, then test your understanding in the lab. Use the flashcards for recall and the interview practice to rehearse a clear explanation. The interview material is original role-aligned practice, rather than a claim to reproduce questions from specific employers.

Who this is for

For counterparty risk analysts, capital reporting teams, model reviewers and learners working with derivatives. Basic arithmetic and an introductory understanding of derivatives are helpful. The regulatory source version and effective date are specified in the package; the lab is an educational implementation.