displayName
Credit Risk Assessment
workflowKind
governance
triggerType
event-driven
typicalCadence
per-counterparty
complexity
cross-team
description
Assesses counterparty credit risk for new and existing exposures --
scoring counterparty creditworthiness using internal rating models and
external agency ratings, calculating current and potential future
exposure across OTC derivatives and lending facilities, reviewing
collateral adequacy and margin call thresholds, evaluating netting
agreement enforceability across jurisdictions, stress-testing credit
exposures under adverse macroeconomic scenarios, and recommending
credit limit adjustments or risk mitigation actions such as CDS
hedging. Produces credit risk assessment report with exposure summary
and limit recommendations. Excludes trade execution and collateral
operations.