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BBVA: Optimising counterparty risk capital with real-time simulation-based exposure and limits management

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Headquartered in Spain, BBVA is a multinational banking group that operates in Europe, North, Central and South America, and the Asia-Pacific region. The group employs over 114,000 people, owns assets of €689 billion and reports annual net income of approximately €7.5 billion.

For banks, it is becoming increasingly important to have more accurate and up-to-date insight into counterparty credit risk (CCR). It is no longer sufficient to rely on retrospective analysis of how each day’s trades have affected the overall risk profile – banks need to start using CCR measures proactively to help the front office make smarter, risk-aware decisions about which trades to make with which counterparties.

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