
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
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Credit Value Adjustments (CVA)
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Central Counter Party (CCP)
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Collateral Management
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Asset Value Correlation (AVC)
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Specific Correlation Risk (for IMM Banks)
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Stress- and Back testing
Measurable & concrete results
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BearingPoint’s focus on delivery and not sales
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Long-term experience of BearingPoint team with customer and his special needs
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Deep knowledge of new rules of counterparty risk management
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Punctual expertise availability to cover all possible issues (from market risk management to specific aspects of Basel III)
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BearingPoint team project management expertise and creativity
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Long term core team commitment to keep project and energy momentum.

