Credit risk is managed through counterparty evaluation, implementing credit exposure calculation systems, and monitoring and setting limits for credit exposure.
We can assist your organisation with:
- Reviews of current credit risk management policies and practices
- Development of limits for counterparty credit exposure and contract maturity
- Reviews of current methodologies and systems for credit risk calculations and their alignment with international best practice
- Review or development of business requirements for credit risk analysis systems
- Alignment of credit exposure measures with accounting Credit Valuation Adjustment (CVA) measures
- Development of credit risk monitoring and reporting methods