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Monitoring daily market prices and creditworthiness involves handling vast data points. The credit valuation adjustment risk capital charge shields against volatile asset prices, especially in

The Climate Extended Risk Model (CERM) adapts well-known credit risk models (ASRF) to climate risk and the transition to cleaner fuels. It proposes a method

Global society has embraced the idea that climate change is impacting the natural world. A growing number of financial institutions already acknowledge that a changing

Collateral optimization has taken center stage as the convergence of regulatory initiatives and interest rate hikes have placed more stringent capital demands while drastically increasing

Optimizing margin held against over the counter (OTC) derivatives trades is key to ensuring that a bank does not unnecessarily have money tied up in