Representative Case Wholesale Risk
Counterparty Risk: Management & Internal Model
Leadership and global coordination,
development of the procurement and the regulatory and management calculation engine in datalake with BigData technologies, full functional validation of procurement, metrics and reporting
Validation of Data Quality,
adaptation and automation of BackOffice processes
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The approach
The client wishes to implement a new infrastructure for the management and control of counterparty risk and to cover the regulatory requirements for capital calculation
Results
The entity has managed to have a centralized data infrastructure that is better prepared for management and regulatory requirements
The execution of the Projects allows the entity to :
- Ensuring the achievement of milestones.
- To have a robust solution, functionally and technologically validated.
- To have a algorithm for calculating counterparty risk under EMF and SA-CCR (Standard Approach) methodology.
- Ensuring the quality and integrity of information between geographies and systems.
- Integrate the counterparty risk reporting tool with a Big Data environment on a Data Lake structure.
- Optimization of processes and integrated systems.