Implementation of a new counterparty risk regime in a large European banking group

Large European banking group

BearingPoint implemented new counterparty risk regulations in a large European banking group.

Objectives of the project

Adopting the counterparty risk management of a large European banking group to new regulatory requirements

  • Credit Value Adjustments (CVA)
  • Central Counter Party (CCP)
  • Collateral Management
  • Asset Value Correlation (AVC)
  • Specific Correlation Risk (for IMM Banks)
  • Stress- and Back testing

Measurable & concrete results

  • BearingPoint’s focus on delivery and not sales
  • Long-term experience of BearingPoint team with customer and his special needs
  • Deep knowledge of new rules of counterparty risk management
  • Punctual expertise availability to cover all possible issues (from market risk management to specific aspects of Basel III)
  • BearingPoint team project management expertise and creativity
  • Long term core team commitment to keep project and energy momentum.

Your contact :

Ralf Kehlenbeck