Counterparty Credit Risk (CCR)
Our team of seasoned practitioners help clients address critical CCR requirements in a timely and cost-effective manner. We provide support for regulatory projects to achieve Basel and local regulatory compliance in the UK, Europe and the Middle East.
What we offer
Independent model validation
We support clients in the independent validation of SA-CCR, IMM, FRTB-CVA, XVA and margin models as per regulatory standards and internal policy requirements. Our experience brings in industry best practice and a holistic view across a range of model types.
Model development and documentation
Our experienced consultants can develop credit exposure, XVA, FRTB-CVA and margin models in Python and R. We also deliver effective pre-deal pricing tools, auditable model inventories and interactive documentation that can facilitate robust regulatory attestation processes.
Business transformation
We support our clients across the change lifecycle for CCR, from requirements definition to production deployment. With 4most, you can enable regulatory compliance with Basel and local jurisdiction requirements, improve pre-deal pricing, close internal audit findings and enhance flexibility, process efficiency and auditability.
Regulatory permissions
We’ll support you in regulatory self-assessment, attestation and gap assessment against Basel, PRA, ECB/EBA and CBUAE rules for CCR. Use our experience to formulate robust roadmaps that achieve successful regulatory compliance and findings remediation.
Capital reporting
Design and implement data processes/controls and drilldown for Basel 3/FRTB-CVA capital and XVA metrics. Our experience enables banks to deliver interactive dashboards, satisfy timely regulatory reporting obligations and identify capital, collateral and margin optimisation opportunities.
Why choose 4most?
250+ consultants
Each with our own specialisms, experience, and insights. When you work with one of us, you work with all of us.
Trusted 100%
Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.
Tailored to you
We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.
True specialists
There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.
Key contacts
Ram Ananth
“4most has helped us deliver models on time, ensuring regulatory compliance alongside providing an array of services which have helped our processes run seamlessly.”
Got a question about our Counterparty Credit Risk service?
Get in touchInsights
Implications of the Silicon Valley Bank collapse on the management of Held to Maturity (HTM) assets and overall bank liquidity risk management
03 Jan 24 | Market Risk
PRA PS17/23 Compliance: Summary of key changes, implications, and what banks should be doing
14 Dec 23 | Banking
System-Wide Exploratory Scenario (SWES) Unveiled: Navigating Market Risks & Financial Dynamics
12 Dec 23 | Market Risk
FRTB compliance: Options for UAE banks with small trading books
23 Nov 23 | Market Risk