Menu

Collateral Risk for Fair Valuation and CCR Capital

To keep up with changes in regulation, financial institutions now must consider non-traditional methods for capturing collateral. Etienne Koehler and Anton Simanenka propose a new collateral risk model that can meet regulatory requirements for fair valuation and CCR capital.

November 29, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals