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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