Counterparty Risk Management Workflows

Quantifi explores the challenges and trends in counterparty risk management by tracing typical workflows within a global bank before and after CVA desks, and how increased clearing affects these workflows

CVA pricing and counterparty risk management workflows require extensive amounts of data, as well as a scalable, high-performance technology infrastructure. Whilst the most sophisticated global banks have targeted the CVA and clearing workflows and supporting technology infrastructure, it is expected that regional banks will follow suit over the next few years in order to manage risk more effectively and comply with new regulations.

Trends in Counterparty Risk Management Workflows

  • Counterparty Risk pre-CVA Desk
  • Counterparty Risk with CVA Desk
  • Clearing
  • Data & Technology Challenges


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Banks Are Not Ready for Counterparty Risk Elements of Basel lll

Basel III significantly changes the way in which financial institutions address counterparty credit risk (CCR) and credit value adjustment (CVA).


Measurement and Management of Counterparty Risk

Institutions need to not only adapt to new ways of measuring and managing risk but may need to reengineer the operating models for substantial parts of their businesses.


Challenges in Implementing a Counterparty Risk Management Process

The objectives of setting up a counterparty risk management process can be split into three categories - CVA pricing, exposure management, and regulatory requirements.

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