Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.
Counterparty Credit Risk from IHS Markit can assist banks in achieving IMM and SA-CCR compliance. 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.
Keeping up to date with counterparty credit risk regulation is an on-going challenge for banks.
Counterparty Credit Risk from S&P Global can assist banks in achieving IMM and SA-CCR compliance
Get a consistent view of Potential Future Exposure (PFE) and counterparty credit risk capital
Track record of IMM approval
Store intermediate results so that PFE and EAD calculations can be explored for model validation
Available on the cloud, deployed or as-a-service.
Unify front and middle office
Calculate real world PFE alongside risk neutral valuation adjustments on the same platform
Supported by our team of trusted subject matter experts
To learn more visit www.ihsmarkit.com/ccr
