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dotdock

1782005102793

2026

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This document outlines a framework for benchmarking counterparty credit risk internal models, crucial for ensuring consistency and credibility in financial risk management.

* Details an industry approach to benchmarking CCR internal models, including activities, data requirements, and standards.
* Explains the methodology for quantitative benchmarking using hypothetical portfolios and qualitative surveys.
* Presents selected results and insights, demonstrating how the framework helps interpret observed variability and distinguish between legitimate modeling choices and anomalies.

Tags: Counterparty Credit Risk, Internal Models, Benchmarking, Financial Risk Management, Regulatory Capital

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