Whitepapers

Counterparty Credit Risk Backtesting – Ensuring the Relevance of Your Models

An SS&C Algorithmics whitepaper to help answer questions such as:
• Do the projected counterparty exposures and the resultant RWA and regulatory capital reserves accurately reflect my portfolio’s counterparty credit risk?
• Are the various models utilized a good representation of the real-world dynamics?
• Does my CCR framework fully capture the risk profile of the portfolio?

Counterparty Credit Risk Backtesting – Ensuring the Relevance of Your Models

Download your complimentary whitepaper