Credit Risk

162 white papers and resources

Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure. Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.

Charting a Course for a Successful XVA Program

​​​​​​​This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation…

Exposure monitoring in a fully margined world

It is widely accepted that the introduction of bilateral margining requirements for non-cleared OTC derivatives will lead to a reduction in counterparty risk. This paper focuses on the prospect of eliminating counterparty exposure through margining and the implications for credit risk policy makers.