CR-G-13 Counterparty Credit Risk Management

Topic:

Capital Adequacy - CCR

Credit Risk Management - CCR

Keyword: Systems/controls Policies/procedures Risk appetite/limits Risk measurement Board of Directors + Senior management/72B managers CVA risk Three lines of defence Stress-testing Central counterparties Specialized/Board committees Counterparty default risk Reporting channels Collateral/guarantees Management information system Financial market infrastructure/FMI Current exposure Recognized netting External auditors Internal auditors Off-site review On-site examination Regulatory reporting/disclosures -

Group: All Authorized Institutions