Ahead of the Curve

Counterparty Credit Risk – How Regulators are raising the bar in the wake of the Archegos default.

Acadia Season 1 Episode 29

In this episode of Ahead of the Curve, John Pucciarelli – Head of Industry Engagement and Stuart Smith, Co-Head of Business Development discuss the paper issued by the Basel Committee on Banking Supervison (BCBS) on the Proposed Guidelines for Counterparty Credit Risk Management. They provide an insight into the guidelines and share their perspectives on the why the regulators felt more stringent controls are required in the wake of the Archegos default.

 

Listen time 25 mins

 

The paper referred to can be found here:

Guidelines for counterparty credit risk management (bis.org)