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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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Karl Pople

Over a 25-year career, Mr. Pople has developed and delivered a variety of front-office and risk products. Since 2005 he has worked in the City of London holding senior positions at Rabobank International and Mitsubishi UFJ Financial Group (MUFG). Mr. Pople is the Product Owner of IHS Markit's XVA Hosted Risk Service which he has overseen from inception through to its market launch in 2020.He holds a BSc Hons degree in Physics from Lancaster University and a MSc in Medical Physics from the University of Aberdeen.

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