Baton Systems’ Post

Barr's take on counterparty credit risk, reflecting on LTCM and Archegos fall-out contagion impact, with focus on due-dilligence, margining practices and internal risk limits. Recommended reading for credit risk managers. #creditrisk

Speech by Vice Chair for Supervision Barr on counterparty credit risk: https://lnkd.in/ejKrMKE3 Learn more about Vice Chair for Supervision Barr: https://lnkd.in/eYE6QdAD

FED: GREAT OVERVIEW OF CCR Discusses history, margining and limits. #ltcm Federal Reserve Board #margin #ccr #creditriskmanagement #creditrisk Archegos Capital Management, LP Long Term Capital Management

Our Counterparty Credit Risk (CCR) solution continues to evolve to keep up with market demands and regulatory changes. Whether considering SA-CCR or a broader solution, this article highlights some key aspects of our proven solution.

Today’s volatile landscape has made counterparty credit risk management a more challenging and complex task. According to this recent article by McKinsey, continuous business health monitoring, enhanced credit risk due diligence, and better oversight are some ways that financial institutions can stay on top of this challenge. Luckily, TRaiCE can help with all this and more. Want to know more? Schedule a demo with us and check out how we can help you with monitoring your counterparties: https://lnkd.in/e59afr-p https://lnkd.in/ef3D6SZN

The most recent Basel III Endgame proposal will impose more advanced risk-based approaches on Category III and IV banking organizations. Discover how SS&C Algorithmics Counterparty Credit Risk solution provides an excellent framework for risk management here: https://lnkd.in/eYxhd3u9

This article examines the current state of counterparty credit risk and the transition from crisis to reform in this area. It delves into the evolving landscape of counterparty credit risk management and the measures being taken to improve it, addressing the lessons learned from past crises and the reforms implemented to strengthen the system. https://lnkd.in/ef3D6SZN

Aptonomy has commented on a post from Fabrizio Anfuso referencing the recently released Basel Guidelines for counterparty credit risk management. https://lnkd.in/ewUFXEhM In addition to the importance of trade linkage, this is a timely reminder that Helix also brings together data from multiple sources using the same process. This makes connecting bespoke data sources within your firm seamless and at a fraction of the cost of re-engineering the underlying systems. For example you can connect credit risk across market risk, cashflows, collateral balances, legal terms, capital usage and client revenues.

The #ECB recently consulted on a draft report setting out best practices on counterparty credit risk governance and management. The report draws on a targeted review and benchmarking exercise involving 23 ECB-supervised banks. Learn more about the key lessons and how the #ECB expects banks to improve their CCR risk management in our blog post: https://lnkd.in/eRdk7mHa

𝗕𝗮𝘀𝗲𝗹 𝗖𝗼𝗺𝗺𝗶𝘁𝘁𝗲𝗲 𝗶𝘀 𝗿𝗲𝘃𝗶𝗲𝘄𝗶𝗻𝗴 𝘁𝗵𝗲 𝗱𝗲𝘀𝗶𝗴𝗻 𝗼𝗳 𝗹𝗶𝗾𝘂𝗶𝗱𝗶𝘁𝘆 𝗿𝗮𝘁𝗶𝗼𝘀 •  Focus on LCR and NSFR after Silicon Valley Bank and Credit Suisse, but assumptions may not change I've just read an insightful article by Natacha Maurin of Risk.net The Basel Committee on Banking Supervision is reviewing the regulatory liquidity ratios applied to banks, Risk.net understands, in the wake of dramatic deposit outflows seen last year at some US regional banks and at Credit Suisse. That could lead to a change in some of the assumptions used in the Basel international standards – but regulators could equally decide no further action is required, especially given the sensitivity of discussions around retail deposit insurance. A senior source at a European regulator confirms the committee is specifically reviewing funding outflow assumptions in the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR). The LCR requires banks to hold enough high-quality liquid assets (HQLAs) to meet 30 days of outflows in a stress scenario. The NSFR is intended as a business-as-usual measure, requiring a bank to hold enough stable funding to cover at least 100% of its long-term assets. #baseliii #basel3.1 #regulatoryreform #secfinsolutions