The financial sector is experiencing a significant shift in counterparty credit risk management, driven by enhanced regulatory scrutiny and evolving market dynamics. 

With the ECB making CCR management one of its top supervisory priorities for 2024-2026, and the BCBS issuing new guidelines, banks face unprecedented challenges in their risk management frameworks. 

The growing Non-Bank Financial Institutions (NBFI) sector, particularly the surge in over-collateralized counterparties such as Hedge Funds, adds complexity to traditional risk assessment methods. 

As widely used metrics like PFE or IMM struggle to capture accurate risk exposure, banks must adapt their approach to meet both regulatory requirements and practical risk management needs. 

In our whitepaper, you’ll find :

• Detailed analysis of new ECB/BCBS requirements
  
• Exclusive 6-dimensional risk assessment framework
  
• 3-phase action plan for efficient compliance
  
• Identification of quick wins and priority focus areas
  
• Best practices and lessons learned from the field

Learn how to transform new regulatory requirements into an opportunity to optimize your counterparty credit risk management. 

Download our Counterparty Credit Risk whitepaper to access our exclusive methodology and detailed action plan.