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Counterparty Credit Risk

A flexible, cloud-based solution that supports counterparty credit risk and regulatory capital requirements

Keeping up to date with counterparty credit risk regulation is an on-going challenge for banks. After a massive overhaul of the Internal Model Method (IMM) under Basel III, regulation has turned to improving the standardized approach with SA-CCR. Despite being the simpler of the regulatory capital approaches, regional variations in SA-CCR are causing headaches for international banks. Counterparty Credit Risk from IHS Markit can assist banks in achieving IMM and SA-CCR compliance and is regularly reviewed in light of regulatory change. Supported by our team of trusted subject matter experts, we help you to reduce the impact, costs and complexity of counterparty credit risk management and capital calculation.

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