Advanced counterparty credit risk solutions including XVA calculations, collateral optimization, and regulatory compliance for derivatives portfolios.
Our counterparty credit risk services help financial institutions effectively manage the credit risk arising from derivatives and securities financing transactions through advanced modeling and optimization techniques.
From XVA calculations to collateral optimization and regulatory capital requirements, we deliver solutions that enhance risk management while supporting profitable trading activities.
Advanced CVA, DVA, FVA, and KVA modeling and calculations
Optimal collateral allocation and margin optimization
Sophisticated exposure modeling and stress testing
SA-CCR, IMM, and FRTB CVA compliance solutions
Advanced CVA modeling and calculation frameworks that accurately capture counterparty credit risk in derivatives portfolios.
Comprehensive XVA framework covering all valuation adjustments for accurate derivatives pricing.
Sophisticated exposure modeling techniques for accurate counterparty risk measurement and management.
Advanced collateral management solutions that optimize collateral usage and minimize funding costs.
Comprehensive regulatory capital calculations for counterparty credit risk under various approaches.
End-to-end CCR system implementation with real-time monitoring and automated calculations.
Model accuracy for XVA calculations and risk measurement
Average reduction in CCR capital requirements
Improvement in collateral utilization efficiency
Reduction in CCR calculation and reporting time
Comprehensive analysis of derivatives portfolio and current CCR framework.
Design of optimal CCR management framework and XVA calculation methodology.
Development of sophisticated exposure and XVA models with regulatory compliance.
Implementation of CCR calculation engines and monitoring systems.
Comprehensive testing, validation, and calibration of CCR models.
Continuous monitoring, optimization, and enhancement of CCR management.
Let our experts help you build advanced counterparty credit risk frameworks that enhance risk management and optimize capital efficiency.