Contributor: Mat Newman

Recently, four U.S. federal agencies – Office of the Comptroller of the Currency, Federal Deposit Insurance Corporation, the Board of Governors of the Federal Reserve System, and Office of Thrift Supervision – published a paper on interagency supervisory guidance on counterparty credit risk (CCR) management. The paper covers a number of wide-ranging topics from sound corporate governance for managing CCR, through to methodology choices in computing credit metrics.... read more