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RiskTech
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RiskTech For Risk Software Vendors

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Our Mission
Our Mission is to be the first-choice resource for financial institutions worldwide implementing and managing risk technology solutions
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Counterparty Risk
Unlike a firm’s exposure to credit risk through a loan, where the exposure to credit risk is unilateral and only the lending bank faces the risk of loss, CCR creates a bilateral risk of loss: The market value of the transaction can be positive or negative to either counterparty to the transaction. The market value is uncertain and can vary over time with the movement of underlying market factors.
 
Our specific service offerings
Counterparty Risk Measurement and Reporting

Backtesting Counterparty Credit Risk model -  Firms with permission to use IMM approach to calculate counterparty credit risk (CCR) regulatory capital are required to carry out on-going validation of their CCR exposure models. Basel II specifies that IMM firms backtest their expected positive exposure (EPE) models against realized values.

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