Basel Guidelines: Diving into the Four Counterparty Credit Risk Components 

Richard BennettBasel, Credit Risk, Stress TestingLeave a Comment

Counterparty Credit Risk

In a world where market turmoil and systemic risks are pervasive, effective counterparty credit risk management (CCR) becomes increasingly vital. Recent events, such as the collapse of Archegos Capital Management which caused over $10 billion in losses, commodity market volatility after Russia’s invasion of Ukraine in 2022, and UK gilt market disruption in late 2022 and early 2023, have underscored … Read More

Client Testimonial – The Treasury Corporation of Victoria

Richard BennettCredit Risk, ESG, FRTB, Liquidity Risk, Market Risk, Stress TestingLeave a Comment

Client Testimonial: TCV

The Razor™ Platform (Razor) provides an end-to-end Risk Management, Control and Reporting solution for many organisations from financial services to corporate treasury markets operations. Razor was originally developed to assist financial institutions with the integration of market and counterparty risks in their trading books. This later expanded to include credit and liquidity risk as well as regulatory calculations as required … Read More